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Robustness and spurious long memory: evidence from the generalized autoregressive score models

Crossref DOI link: https://doi.org/10.1007/s10479-023-05484-2

Published Online: 2023-07-05

Published Print: 2025-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Gao, Guangyuan

Shi, Yanlin https://orcid.org/0000-0001-8049-5290
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (71901207)
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Text and Data Mining valid from 2023-07-05

Version of Record valid from 2023-07-05
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Article History

Accepted: 21 June 2023

First Online: 5 July 2023