FIGARCH and FIEGARCH perform very similar in modelling the long-
run features of e.g. stock market volatility. However, the … fruitful collaboration with Berthold. The interac-
tion with him was not only productive but also a great pleasure. Moreover, I …: Theoretical Results 11
2 Inequality Constraints in the Fractionally Integrated GARCH Model 13
2.1 Introduction …