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dc.contributor.author
Conrad, Christian
dc.contributor.author
Karanasos, Menelaos
dc.date.accessioned
2017-06-08T15:16:19Z
dc.date.available
2017-06-08T15:16:19Z
dc.date.issued
2006
dc.identifier.other
10.1016/j.econlet.2005.07.001
dc.identifier.uri
http://hdl.handle.net/20.500.11850/824
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Cumulative impulse response function
dc.subject
Long memory GARCH process
dc.title
The impulse response function of the long memory GARCH process
dc.type
Journal Article
ethz.journal.title
Economics Letters
ethz.journal.volume
90
ethz.journal.issue
1
ethz.pages.start
34
ethz.pages.end
41
ethz.notes
Received 13 April 2004, Revised 10 May 2005, Accepted 6 July 2005, Available online 8 September 2005.
ethz.identifier.nebis
000975602
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03716 - Sturm, Jan-Egbert / Sturm, Jan-Egbert
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::02525 - KOF Konjunkturforschungsstelle / KOF Swiss Economic Institute
*
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03716 - Sturm, Jan-Egbert / Sturm, Jan-Egbert
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::02525 - KOF Konjunkturforschungsstelle / KOF Swiss Economic Institute
*
ethz.date.deposited
2017-06-08T15:16:34Z
ethz.source
ECIT
ethz.identifier.importid
imp59364b32b660a57698
ethz.ecitpid
pub:10593
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T16:34:43Z
ethz.rosetta.lastUpdated
2019-02-02T04:03:28Z
ethz.rosetta.versionExported
true
ethz.COinS
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