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ARMA–GARCH model with fractional generalized hyperbolic innovations

Crossref DOI link: https://doi.org/10.1186/s40854-022-00349-2

Published Online: 2022-05-15

Published Print: 2022-12

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

Authors

Kim, Sung Ik http://orcid.org/0000-0001-7603-0319
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Text and Data Mining valid from 2022-05-15

Version of Record valid from 2022-05-15
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Article History

Received: 5 March 2021

Accepted: 21 March 2022

First Online: 15 May 2022

Declarations

:

: The author declares that there are no competing interests.