The stationary seasonal hyperbolic asymmetric power ARCH model

Statistics and Probability Letters

Volumn 77, Issue 11, 2007, Pages 1158-1164

  Diongue, Abdou Kâ ^a   Guégan, Dominique ^b  

^a UNIVERSITÉ GASTON BERGER   (Senegal)

^b Centre National de la Recherche Scientifique   (France)

Author keywords

Asymmetric; Hyperbolic behavior; Leptokurtosis; Long memory; Persistence; Seasonality

Indexed keywords

EID: 34248395587     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2007.02.007     Document Type: Article

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