Pages that link to "Item:Q5862502"
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The following pages link to On the invertibility of EGARCH(<i>p</i>, <i>q</i>) (Q5862502):
Displaying 3 items.
- The correct regularity condition and interpretation of asymmetry in EGARCH (Q1786770) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- Maximum likelihood estimation for non-stationary location models with mixture of normal distributions (Q6193025) (← links)
