Long memory and nonlinearity in conditional variances: A smooth transition FIGARCH model
| Autor: | Kılıç, Rehim |
|---|---|
| Zdroj: | In Journal of Empirical Finance 2011 18(2):368-378 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | Kılıç, Rehim |
|---|---|
| Zdroj: | In Journal of Empirical Finance 2011 18(2):368-378 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect