Asymmetric long memory GARCH: a reply to Hwang's model
Year of publication: |
2003
|
---|---|
Authors: | Ruiz, Esther ; Perez, Ana |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 78.2003, 3, p. 415-422
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
STOCHASTIC VOLATILITY MODELS AND THE TAYLOR EFFECT
Mora-Galan, Alberto, (2004)
-
Finite sample properties of a QML estimator of stochastic volatility models with long memory
Perez, Ana, (2001)
-
Explaining inequality in Spanish income. A multifactor ANOVA model
Perez, Ana, (2002)
- More ...