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A One Line Derivation of EGARCH

Michael McAleer and Christian Hafner ()

No 2014030, ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences) from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2014-01-01
Note: In : Econometrics, vol. 2, no.2, p. 92-97 (2014)
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Working Paper: A One Line Derivation of EGARCH (2014) Downloads
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Working Paper: A One Line Derivation of EGARCH (2014) Downloads
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