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~person:"Boutahar, Mohamed"
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Boutahar, Mohamed
Trabelsi, Abdelwahed
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Fractionally integrated time varying GARCH model
Nasr, Adnen Ben
;
Boutahar, Mohamed
;
Trabelsi, Abdelwahed
- In:
Statistical methods & applications : SMA ; journal of …
19
(
2010
)
3
,
pp. 399-430
Persistent link: https://www.econbiz.de/10008649243
Saved in:
2
Fractionally integrated time varying GARCH model
Nasr, Adnen Ben
;
Boutahar, Mohamed
;
Trabelsi, Abdelwahed
- In:
Statistical Methods and Applications
19
(
2010
)
3
,
pp. 399-430
Persistent link: https://www.econbiz.de/10008673839
Saved in:
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