Inequality constraints in the fractionally integrated GARCH model

Journal of Financial Econometrics

Volumn 4, Issue 3, 2006, Pages 413-449

  Conrad, Christian ^a   Haag, Berthold R ^a  

^a UNIVERSITY OF MANNHEIM   (Germany)

Author keywords

Inequality constraints; Long memory and fractionally integrated GARCH processes

Indexed keywords

EID: 33748100257     PISSN: 14798409     EISSN: 14798417     Source Type: Journal    
DOI: 10.1093/jjfinec/nbj015     Document Type: Article

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