Title of article
Generalised long-memory GARCH models for intra-daily volatility
Author/Authors
Silvano Bordignon، نويسنده , , Massimiliano Caporin، نويسنده , , Francesco Lisi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
13
From page
5900
To page
5912
Keywords
Long-memory , Intra-daily volatility , Gegenbauer processes , G-GARCH
Journal title
Computational Statistics and Data Analysis
Serial Year
2007
Journal title
Computational Statistics and Data Analysis
Record number
145501
Link To Document