[S] EGARCH vs GARCH Models.

Mourad Touzani (mourad@rocketmail.com)
Fri, 13 Nov 1998 18:55:41 -0800 (PST)


I am about to do a final project about the advantages
of the EGARCH model vs the GARCH model of stocks
returns. Model fitting of stock data will be used
extensively using S+GARCH.

If you have any papers about the topic above, please
let me know. If downlowdable, please attach file to
your Email.

Thank you in advance.

Mourad Touzani.

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