Francq, Christian; Zakoïan, Jean-Michel - 2019 - Second edition
.2 Exponential GARCH Model -- 4.3 Log‐GARCH Model -- 4.3.1 Stationarity of the Extended Log‐GARCH Model -- 4.3.2 Existence of Moments … and Log‐Moments -- 4.3.3 Relations with the EGARCH Model -- 4.4 Threshold GARCH Model -- 4.5 Asymmetric Power GARCH Model … -- 4.6 Other Asymmetric GARCH Models -- 4.7 A GARCH Model with Contemporaneous Conditional Asymmetry -- 4.8 Empirical …