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~isPartOf:"Economics letters"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
~subject:"Theory"
~subject:"Welt"
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The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
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