| Original language | English |
|---|---|
| Place of Publication | Rotterdam |
| Number of pages | 9 |
| Edition | Econometric Institute Report Series EI2017-17 |
| Publication status | Published - 2017 |
Research programs
- ESE - E&MS
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
C-L Chang, Michael McAleer
Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic