Open AccessThe correct regularity condition and interpretation of asymmetry in EGARCH
Author(s) -
ChiaLin Chang,
Michael McAleer
Publication year - 2017
Publication title -
modsim
Language(s) - English
Resource type - Conference proceedings
ISSN - 2205-5061
DOI - 10.36334/modsim.2017.e3.chang3
Subject(s) - asymmetry , interpretation (philosophy) , computer science , physics , quantum mechanics , programming language