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EGARCH definitions
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EGARCH
Exponential GARCH. The EGARCH(p,q) model is attributed to Nelson, (1991). Source: Nelson, 1991 Contexts: finance; statistics
Found on
http://www.econterms.com/glossary.cgi?query=EGARCH
EGARCH
Is Exponential Generalized Autoregressive Conditional Heteroskedasticity (GARCH).
Found on
http://www.oasismanagement.com/glossary/
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Exponential GARCH. The EGARCH(p,q) model is attributed to Nelson, (1991). Source: Nelson, 1991 Contexts: finance; statistics
Is Exponential Generalized Autoregressive Conditional Heteroskedasticity (GARCH).