Browsing by Subject GARCH(1,1) model, EGARCH(1,1) model, model TGARCH(1,1), strict stationarity and ergodicity, the moment and Kurtosis
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| Issue Date | Title | Author(s) |
|---|---|---|
| 2021-09 | Stationnarité et existence des moments de la famille des modèles GARCH (1.1) | Ouarda, Maouche, Hendous Moufida |