Essays about: "FIGARCH"
Found 3 essays containing the word FIGARCH.
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1. Volatility and Risk – FIGARCH Modelling of Cryptocurrencies
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : .... READ MORE
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2. Simulation Evidence on Long Memory and Regime Switching in the Second Moment for Modelling of Financial Returns
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : It is well-known that long memory and regime switching in the first moment of a stochastic process are easily confused. But the relation between long memory in the second moment and regime switching in the second moment is less well understood. READ MORE
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3. Froecast the USA Stock Indices with GARCH-type Models
University essay from Statistiska institutionenAbstract : .... READ MORE
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