+ 期刊篇名: COMPARISON OF LONG MEMORY AND ASYMMETRY CAPTURING PERFORMANCE FOR GARCH AND FIGARCH MODELS WITH NIG DISTRIBUTION FOR THAI EXCHANGE RATES

期刊刊名:管理科學與統計決策   卷期:7卷4期

篇名出版日期:2010年12月1日

作者:AURASIRI ARKARAWANATORN, PRAPATCHON JARIYAPAN, SONGSAK SRIBOONCHITTA, PAIRAT KANJANAKAROON

語言:English

關鍵字:FIGARCH, NIG Distribution, Hyperbolic Memory, Conditional Volatility, Exchange Rate

被點閱次數:1

閱讀時間:1sec

摘要:

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