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person:"McAleer, Michael"
~accessRights:"restricted"
~isPartOf:"Econometric reviews"
~person:"Bekaert, Geert"
~person:"Caballero, Ricardo J."
~subject:"ARCH model"
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On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
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