The impulse response function of the long memory GARCH process - Research Collection

Metadata only

Author

Conrad, Christian

Karanasos, Menelaos

Date

2006

Type

Journal Article

Citations

Cited 12 times in Web of Science

Cited 16 times in Scopus

ETH Bibliography

yes

Altmetrics

Publication status

published

External links

https://doi.org/10.1016/j.econlet.2005.07.001

Journal / series

Economics Letters

Volume

90(1)

Pages / Article No.

34 - 41

Publisher

Elsevier

Subject

Cumulative impulse response function; Long memory GARCH process

Organisational 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.

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Citations

Cited 12 times in Web of Science

Cited 16 times in Scopus

ETH Bibliography

yes

Altmetrics