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Applied Economics Letters Volume 28, 2021 - Issue 5
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Research Article

Time-varying ARFIMA-GARCH model with symmetric thresholds: applications to inflation

Zhengxun Tana School of Business, Hunan Normal University, Changsha, Hunan, P.R. ChinaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-9621-027XView further author information
ORCID Icon &
Juan Liub School of Mathematics and Statistics, Hunan Normal University, Changsha, Hunan, P.R. ChinaORCID Iconhttps://orcid.org/0000-0001-9304-3699View further author information
ORCID Icon
Pages 373-377 | Published online: 14 Apr 2020

References

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