"On the estimation and diagnostic checking of the ARFIMA-HYGARCH model."

Wilson Kwan, Wai Keung Li, Guodong Li (2012)

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DOI: 10.1016/J.CSDA.2010.07.010

access: closed

type: Journal Article

metadata version: 2020-02-18

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Wilson Kwan, Wai Keung Li, Guodong Li:
On the estimation and diagnostic checking of the ARFIMA-HYGARCH model. Comput. Stat. Data Anal. 56(11): 3632-3644 (2012)

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