Article Comments

Contributions from readers on our articles are very welcome. This form will let us retrieve the current data in the database and allows us to consider your comments.

Modelling and forecasting long memory time series with exponential and switching GARCH models
Esmail Amiri
International Journal of Monetary Economics and Finance (IJMEF), 2019 Vol.12 No.5, pp.407 - 425
4 - 7 =

Thank you for your feedback.