The impulse response function of the long memory GARCH process


Conrad, Christian ; Karanasos, Menelaos



DOI: https://doi.org/10.1016/j.econlet.2005.07.001
URL: https://www.sciencedirect.com/science/article/pii/...
Additional URL: http://www.mkaranasos.com/ELIRF06.pdf
Document Type: Article
Year of publication: 2006
The title of a journal, publication series: Economics Letters
Volume: 90
Issue number: 1
Page range: 34-41
Place of publication: Amsterdam [u.a.]
Publishing house: Elsevier
ISSN: 0165-1765
Publication language: English
Institution: Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSE (Economics)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Conrad, Christian ; Karanasos, Menelaos (2006) The impulse response function of the long memory GARCH process. Economics Letters Amsterdam [u.a.] 90 1 34-41 [Article]


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