The impulse response function of the long memory GARCH process
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Date
2006Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Economics LettersVolume
Pages / Article No.
Publisher
ElsevierSubject
Cumulative impulse response function; Long memory GARCH processOrganisational unit
03716 - Sturm, Jan-Egbert / Sturm, Jan-Egbert
02525 - KOF Konjunkturforschungsstelle / KOF Swiss Economic Institute
Notes
Received 13 April 2004, Revised 10 May 2005, Accepted 6 July 2005, Available online 8 September 2005.More
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ETH Bibliography
yes
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