Economic interpretation of parameters (EGARCH)

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    sandrine007posted 7 years ago

    Economic interpretation of parameters (EGARCH)

    Hello my name is sandrine,
    I currentley study in Master at finance and I am intersted in EGARCH model, I read your article and I find it very clear so thank you first of all,
    my question is can you please explain me if we can build an economic interpretation of the parameters of the model?
    thank you very much and sorry for my english I m french smile

 
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