Asymmetric long memory GARCH : a reply to Hwang's model
Esther Ruiz; Ana Pérez
| Year of publication: |
2003
|
|---|---|
| Authors: | Ruiz, Esther ; Pérez, Ana |
| Other Persons: | Hwang, Y. (reviewed) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 78.2003, 3, p. 415-422
|
| Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001741157