GARCH models without positivity constraints: Exponential or...

GARCH models without positivity constraints: Exponential or log GARCH?

Francq, Christian, Wintenberger, Olivier, Zakoïan, Jean-Michel
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Volume:
177
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2013.05.004
Date:
November, 2013
File:
PDF, 544 KB
english, 2013
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