On the Invertibility of EGARCH
Year of publication: |
2014
|
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Authors: | Martinet, Guillaume Gaetan ; McAleer, Michael |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Leverage | asymmetry | existence | stochastic process | asymptotic properties | invertibility |
Series: | Tinbergen Institute Discussion Paper ; 14-096/III |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 791634035 [GVK] hdl:10419/107808 [Handle] RePEc:dgr:uvatin:20140096 [RePEc] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; c58 ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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On the invertibility of EGARCH
Martinet, Guillaume Gaetan, (2014)
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On the invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan, (2015)
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On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan, (2015)
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On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan, (2015)
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On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan, (2015)
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On the invertibility of EGARCH
Martinet, Guillaume Gaetan, (2014)
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