Malmsten, Hans - Economics Institute for Research (SIR), … - 2004
Evaluating exponential GARCH models
Hans Malmsten
Department of Economic Statistics
Stockholm School of Economics
Box … 6501, SE-113 83 Stockholm, Sweden
SSE/EFI Working Paper Series in Economics andFinance
No 564
August 2004
Abstract
In this …. Working Paper Series in Economics and Finance,
Stockholm School of Economics, No. 359.
He, C. & Teräsvirta, T. (1999 …