Long memory properties and covariance structure of the EGARCH model

Author: Surgailis Donatas   Viano Marie-Claude  

Publisher: Edp Sciences

E-ISSN: 1262-3318|6|issue|311-329

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.6, Iss.issue, 2010-03, pp. : 311-329

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract