On the Invertibility of EGARCH

D Martinet, Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages8
EditionEI report serie EI 2014-20
Publication statusPublished - 2014

Publication series

SeriesEI report serie
VolumeEI 2014-20

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