Fractionally integrated time varying GARCH model
Work
Year: 2010
Type: article
Institutions Institut Supérieur de Gestion de Tunis, Groupement de Recherche en Économie Quantitative d’Aix-Marseille
Cites: 68
Cited by: 13
Related to: 10
FWCI:
Citation percentile (by year/subfield): 83.68
Subfield: Finance
Domain: Social Sciences
Open Access status: closed