Modeling Financial Volatility with Long Memory: An Empirical Comparison of GARCH and FIGARCH Models

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Jose Luis Gamo
DOI: 10.2139/ssrn.6233405
Cited by: 0
References: 10

Fields of Study & Subjects

Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis Stochastic processes and financial applications

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint