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TZID:Europe/Helsinki
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TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20250330T010000
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DTSTART:20251026T010000
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DTSTART;TZID=Europe/Helsinki:20250130T110000
DTEND;TZID=Europe/Helsinki:20250130T120000
DTSTAMP:20260710T092353
CREATED:20250107T070916Z
LAST-MODIFIED:20250115T074140Z
UID:17729-1738234800-1738238400@crest.science
SUMMARY:Mawuli SEGNON (Universität Münster) "Strict stationarity and Long memory of MIDAS volatility models"
DESCRIPTION:[vc_row][vc_column][vc_column_text]Finance & Financial Econometrics : \nTime: 11.00 am\nDate: 30th of January 2025\nRoom 3001 \nMawuli SEGNON (Universität Münster) “Strict stationarity and Long memory of MIDAS volatility models” \nAbstract :This paper establishes the necessary and sufficient conditions for the weak and strict stationarity of MIDAS volatility models. Furthermore\, we also provide conditions for the existence of high-order moments and show that the HYGARCH-MIDAS model can mimic long-range dependence. \nOrganizers: \n\nJean-Michel ZAKOIAN (CREST) \nSponsors:\nCREST[/vc_column_text][/vc_column][/vc_row]\n
URL:https://crest.science/event/mawuli-segnon-universitat-munster-t-b-a/
CATEGORIES:Finance-Insurance,Financial Econometrics,Seminars
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