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On the invertibility of EGARCH
Martinet, Guillaume Gaetan; McAleer, Michael - 2014
parameters are not available under general conditions, but only for special cases under highly restrictive and unverifiable …
Persistent link: https://www.econbiz.de/10010384390
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On the invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan; McAleer, Michael - 2015 - Revised version: February 2015
parameters are not available under general conditions, but only for special cases under highly restrictive and unverifiable …
Persistent link: https://www.econbiz.de/10010477092