Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach
Work
Year: 2009
Type: article
Authors Richard T. Baillie, Claudio Morana
Institutions Michigan State University, Queen Mary University of London, Università degli Studi del Piemonte Orientale “Amedeo Avogadro”
Cites: 68
Cited by: 216
Related to: 10
FWCI: 35.71
Citation percentile (by year/subfield): 98.64
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Zero hunger
Open Access status: closed