A New Model: The k-Factor GIGARCH Process

Dominique Guegan ()
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Dominique Guegan: Département Mathématiques Mécanique et Informatique - URCA - Université de Reims Champagne-Ardenne

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Keywords: The; k-Factor; GIGARCH; Process (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (9)

Published in Journal of Signal Processing, 2000, 4 (3), pp.265-271

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00199207

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