@article{PS_2002__6__311_0,
     author = {Surgailis, Donatas and Viano, Marie-Claude},
     title = {Long memory properties and covariance structure of the {EGARCH} model},
     journal = {ESAIM: Probability and Statistics},
     pages = {311--329},
     publisher = {EDP-Sciences},
     volume = {6},
     year = {2002},
     doi = {10.1051/ps:2002017},
     mrnumber = {1943153},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/ps:2002017/}
}