GARCH models without positivity constraints: Exponential or log GARCH?
Francq, Christian, Wintenberger, Olivier, Zakoïan, Jean-MichelVolume:
177
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2013.05.004
Date:
November, 2013
File:
PDF, 544 KB
english, 2013