On the invertibility of EGARCH(<i>p</i>, <i>q</i>) (Q5862502)
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scientific article; zbMATH DE number 7486315
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the invertibility of EGARCH(<i>p</i>, <i>q</i>) |
scientific article; zbMATH DE number 7486315 |
Statements
On the invertibility of EGARCH(<i>p</i>, <i>q</i>) (English)
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9 March 2022
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asymmetry
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asymptotic properties
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existence
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invertibility
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leverage
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stochastic process
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sufficient conditions
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