Seasonal FIEGARCH processes
Year
: 2013DOI: http://dx.doi.org/10.1016/j.csda.2013.07.001
Keyword(s): Long,Volatility,Periodicity,FIEGARCH process
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Seasonal FIEGARCH processes
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| contributor author | Lopes, Sílvia R.C. - Prass, Taiane S. | |
| date accessioned | 2020-03-11T15:33:55Z | |
| date available | 2020-03-11T15:33:55Z | |
| date issued | 2013 | |
| identifier issn | 0167-9473 | |
| identifier other | 10.1016-j.csda.2013.07.001.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/578406 | |
| format | general | |
| language | English | |
| title | Seasonal FIEGARCH processes | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 4431559 | |
| subject keywords | Long | |
| subject keywords | Volatility | |
| subject keywords | Periodicity | |
| subject keywords | FIEGARCH process | |
| identifier doi | http://dx.doi.org/10.1016/j.csda.2013.07.001 | |
| journal title | Computational Statistics and Data Analysis | |
| journal volume | 68 | |
| journal issue | 0 | |
| filesize | 2699327 | |
| citations | 0 |