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asymmetry
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random coefficient complex nonlinear moving average process
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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:
2
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:
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