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

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Author

Conrad, Christian

Karanasos, Menelaos

Date

2006

Type

Journal Article

Citations

Cited 12 times in Web of Science

Cited 15 times in Scopus

ETH Bibliography

yes

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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

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 15 times in Scopus

ETH Bibliography

yes

Altmetrics