GARCH models without positivity constraints: Exponential or log GARCH?
| Year of publication: |
2013
|
|---|---|
| Authors: | Francq, Christian ; Wintenberger, Olivier ; Zakoïan, Jean-Michel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 177.2013, 1, p. 34-46
|