Open AccessLong Memory in LME Volatility through the ARFIMA and FIGARCH Model
Author(s) -
Jaehwan Park,
Taek Ho Kwon
Publication year - 2016
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2016.15.4.002
Subject(s) - autoregressive fractionally integrated moving average , long memory , volatility (finance) , econometrics , economics , keynesian economics