Synopsis: 7th Tutorial
Δευτέρα, 22 Μαΐου 2017 - 4:09 μ.μ.
- από τον χρήστη CHATZILENA ANASTASIAWe have defined and been occupied with the definition of the EGARCH(1,1) (exponential generalized autoregressive conditional heteroskedastic) process, the existence and uniqueness of a stationary and ergodic solution to the relevant recursion and the evaluation of several moments of the conditional variance process. You can find notes here.
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