Work

Modeling volatility with time-varying FIGARCH models

Year: 2011

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2010.11.017

Authors: Mustapha Belkhouja, Mohamed Boutahary

Institution: Aix-Marseille Sciences Economiques

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1980605924

FWCI: 4.183

Cites: 35

Cited by: 37

Related to: 10