The impulse response function of the long memory GARCH process
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| Main Authors: | , |
|---|---|
| Format: | Article (Journal) |
| Language: | English |
| Published: |
2006
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| In: |
Economics letters
Year: 2006, Volume: 90, Issue: 1, Pages: 34-41 |
| ISSN: | 0165-1765 |
| DOI: | 10.1016/j.econlet.2005.07.001 |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1016/j.econlet.2005.07.001
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| Author Notes: | Christian Conrad, Menelaos Karanasos |
MARC
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