Inequality constraints in the fractionally integrated GARCH model

Metadata only

Author

Date

2006-07-01

Type

Journal Article

ETH Bibliography

yes

Altmetrics

Publication status

published

External links

Journal / series

Journal of Financial Econometrics

Volume

4(3)

Pages / Article No.

413 - 449

Publisher

Oxford University Press

Subject

Inequality constraints; Long-memory and fractionally integrated GARCH processes

Organisational unit

03716 - Sturm, Jan-Egbert / Sturm, Jan-Egbert
02525 - KOF Konjunkturforschungsstelle / KOF Swiss Economic Institute

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ETH Bibliography

yes

Altmetrics

Research Collection