TY  - JOUR
AU  - Surgailis, Donatas
AU  - Viano, Marie-Claude
TI  - Long memory properties and covariance structure of the EGARCH model
JO  - ESAIM: Probability and Statistics
PY  - 2002
SP  - 311
EP  - 329
VL  - 6
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/ps:2002017/
DO  - 10.1051/ps:2002017
LA  - en
ID  - PS_2002__6__311_0
ER  -