Pages that link to "Item:Q1786770"
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The following pages link to The correct regularity condition and interpretation of asymmetry in EGARCH (Q1786770):
Displaying 5 items.
- EGARCH models with fat tails, skewness and leverage (Q1623534) (← links)
- GARCH models without positivity constraints: exponential or log GARCH? (Q2448408) (← links)
- Modeling the Interactions between Volatility and Returns using EGARCH‐M (Q4556517) (← links)
- (Q5120637) (← links)
- Contemporaneous asymmetry in GARCH processes (Q5932779) (← links)