Results 151 to 160 of about 2,061 (206)

Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach [PDF]

open access: possibleJournal of Economic Dynamics and Control, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Richard T. Baillie, Claudio Morana
openaire   +4 more sources
Some of the next articles are maybe not open access.

Related searches:

A novel time-varying FIGARCH model for improving volatility predictions

Physica A: Statistical Mechanics and its Applications, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chen, Xuehui   +3 more
openaire   +1 more source

Home - About - Disclaimer - Privacy