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Varieties of long memory models

1996443 citationsJournal Article

Authors

Clive W. J. Granger · University of California, San Diego

Topics & Keywords

Complex Systems and Time Series Analysis Financial Risk and Volatility Modeling Market Dynamics and Volatility

Publication Details

Published in: Journal of Econometrics

Volume 73, Issue 1, pp. 61-77

DOI: 10.1016/0304-4076(95)01733-x

Field-Weighted Citation Impact: 33.29

Varieties of long memory models | Researchclopedia