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  1. The correct egularity condition and interpretation of asymmetry in EGARCH
    Author: Chang, Chia-Lin; McAleer, Michael
    Published: June 2017
    Publisher:  [Econometric Institute, Erasmus School of Economics], [Rotterdam]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2017,17)
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/100416
    Edition: Revised: June 2017
    Series: [Econometric Institute research papers] ; EI2017, 17
    Subjects: ARCH-Modell; Mehrebenenanalyse; Stochastischer Prozess
    Scope: 1 Online-Ressource (circa 9 Seiten)