Title of article
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH
Author/Authors
Esther Ruiz، نويسنده , , Helena Veiga، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
17
From page
2846
To page
2862
Keywords
Conditional heteroscedasticity , Kurtosis , Autocorrelations of squares and of absolute values , EMM estimator
Journal title
Computational Statistics and Data Analysis
Serial Year
2008
Journal title
Computational Statistics and Data Analysis
Record number
145719
Link To Document