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Long Memory in Asymmetric Volatility of Asean Exchange-Traded Funds

  • Malinda M
International Journal of Trade, Economics and Finance (2017) 8(2) 78-82
DOI: 10.18178/ijtef.2017.8.2.543
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Abstract

… (ARFIMA), a hybrid of ARFIMA and fractionally integrated generalized autoregressive conditional heteroscedasticity (ARFIMA-FIGARCH), ARFIMA … and ARFIMA-HYGARCH models to …

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APA

Malinda, M. (2017). Long Memory in Asymmetric Volatility of Asean Exchange-Traded Funds. International Journal of Trade, Economics and Finance, 8(2), 78–82. https://doi.org/10.18178/ijtef.2017.8.2.543

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