EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Regularity condition"
Narrow search

Narrow search

Year of publication
Subject
All
EGARCH 2 asymmetry 2 leverage 2 random coefficient complex nonlinear moving average process 2 regularity condition 2 ARCH model 1 ARCH-Modell 1 Börsenkurs 1 Conditional volatility models 1 Estimation theory 1 Schätztheorie 1 Share price 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 conditional volatility models 1
more ... less ...
Online availability
All
Free 2
Type of publication
All
Book / Working Paper 2
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 2
Author
All
Chang, Chia-Lin 2 McAleer, Michael 2
Published in...
All
Discussion paper / Tinbergen Institute 1 Tinbergen Institute Discussion Paper 1
Source
All
ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
Chang, Chia-Lin; McAleer, Michael - 2017
purpose of the paper is to derive the regularity condition for asymmetry in EGARCH to provide the correct interpretation. It …
Persistent link: https://www.econbiz.de/10011819449
Saved in:
Cover Image
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin; McAleer, Michael - 2017
purpose of the paper is to derive the regularity condition for asymmetry in EGARCH to provide the correct interpretation. It …
Persistent link: https://www.econbiz.de/10011688332
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...