Definition of FIGARCH. Meaning of FIGARCH. Synonyms of FIGARCH

Here you will find one or more explanations in English for the word FIGARCH. Also in the bottom left of the page several parts of wikipedia pages related to the word FIGARCH and, of course, FIGARCH synonyms and on the right images related to the word FIGARCH.

Definition of FIGARCH

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Meaning of FIGARCH from wikipedia

- collection comprises a wide variety of representation (GARCH, TARCH, EGARCH, FIGARCH, CGARCH, etc.). Here changes in variability are related to, or predicted...
- compares favorably with standard volatility models such as GARCH(1,1) and FIGARCH both in- and out-of-sample. MSM is used by practitioners in the financial...
- processes, and also has highly cited survey article and the long memory FIGARCH model with Tim Bollerslev and Mikkelsen, been widely used in empirical...