Dynamical approach in studying stability condition of exponential (GARCH) models
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DOI: 10.1016/j.jksus.2018.04.028
Abstract: Abstract In this article our goal is to studying the stationary condition of EGARCH time series model which is proved by Nelson (1991) but what we did is to prove it with more simple and… read more here.
Keywords: dynamical approach; studying stability; approach studying; condition ... See more keywords