TY  - CHAP

T1  - Conditional Heteroskedasticity in Long-Memory Model “FIMACH” for Return Volatilities in Equity Markets

T2  - Contributions to Statistics

PY  - 2019/01/01

AU  - Quoreshi AMMS

AU  - Mollah S

ED  - 

DO  - DOI: 10.1007/978-3-030-26036-1_11

PB  - Springer International Publishing

SN  - 9783030260354

SP  - 149

EP  - 169

Y2  - 2024/09/20

ER  -