%0 Journal Article
%A Surgailis, Donatas
%A Viano, Marie-Claude
%T Long memory properties and covariance structure of the EGARCH model
%J ESAIM: Probability and Statistics
%D 2002
%P 311-329
%V 6
%I EDP-Sciences
%U http://archive.numdam.org/articles/10.1051/ps:2002017/
%R 10.1051/ps:2002017
%G en
%F PS_2002__6__311_0