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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145719
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