The correct regularity condition and interpretation of asymmetry in EGARCH (Q1786770)
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scientific article; zbMATH DE number 6943250
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The correct regularity condition and interpretation of asymmetry in EGARCH |
scientific article; zbMATH DE number 6943250 |
Statements
The correct regularity condition and interpretation of asymmetry in EGARCH (English)
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25 September 2018
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conditional volatility models
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random coefficient complex nonlinear moving average process
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EGARCH
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asymmetry
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leverage
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regularity condition
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0.8918728232383728
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0.808086633682251
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0.8003917336463928
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0.7912200689315796
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0.782073974609375
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