FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility

Harry Vander Elst (harryvanderelst@gmail.com)

Working Papers ECARES from ULB -- Universite Libre de Bruxelles

JEL-codes: C22 C53 (search for similar items in EconPapers)
Pages: 36 p.
Date: 2015-04
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Citations: View citations in EconPapers (1)

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Related works:
Working Paper: FloGARCH: Realizing long memory and asymmetries in returns volatility (2015)
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