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person:"Rombouts, Jeroen V. K."
~isPartOf:"Econometric reviews"
~person:"McAleer, Michael"
~person:"Zakoïan, Jean-Michel"
~subject:"Schätzung"
~subject:"USA"
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Rombouts, Jeroen V. K.
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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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Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
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