Skip to main content
Book Chapter

Long Memory Time Series

  • Franke J
  • Härdle W
  • Hafner C
DOI: 10.1007/978-3-642-54539-9_14
N/ACitations
Citations of this article
4Readers
Mendeley users who have this article in their library.
Get full text

Abstract

… average (ARFIMA) and a number of GARCH-type models. … process, we fit FIAPARCH and HYGARCH models that can … based on the FIAPARCH and HYGARCH models. As observed…

Cite

CITATION STYLE

APA

Franke, J., Härdle, W. K., & Hafner, C. M. (2015). Long Memory Time Series (pp. 317–337). https://doi.org/10.1007/978-3-642-54539-9_14

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free