Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
13 articles.
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1. Volatility Puzzle: Long Memory or Antipersistency;Management Science;2022-11-07
2. Bibliography;Wiley Series in Probability and Statistics;2018-09-28
3. Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes;Physica A: Statistical Mechanics and its Applications;2014-05
4. Seasonal FIEGARCH processes;Computational Statistics & Data Analysis;2013-12
5. A Class of Antipersistent Processes;Journal of Time Series Analysis;2007-03