"Fractionally integrated time varying GARCH model."

Adnen Ben Nasr, Mohamed Boutahar, Abdelwahed Trabelsi (2010)

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DOI: 10.1007/S10260-010-0131-2

access: closed

type: Journal Article

metadata version: 2020-05-25

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Adnen Ben Nasr, Mohamed Boutahar, Abdelwahed Trabelsi:
Fractionally integrated time varying GARCH model. Stat. Methods Appl. 19(3): 399-430 (2010)

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