Asymmetric long memory GARCH: A reply to Hwang's model

  1. Ruiz, E.
  2. Pérez, A.
Journal:
Economics Letters

ISSN: 0165-1765

Year of publication: 2003

Volume: 78

Issue: 3

Pages: 415-422

Type: Article

DOI: 10.1016/S0165-1765(02)00268-9 GOOGLE SCHOLAR

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