PT - JOURNAL ARTICLE AU - Robert Cumby AU - Stephen Figlewski AU - Joel Hasbrouck TI - Forecasting Volatilities and Correlations with EGARCH Models AID - 10.3905/jod.1993.407877 DP - 1993 Nov 30 TA - The Journal of Derivatives PG - 51--63 VI - 1 IP - 2 4099 - https://pm-research.com/content/1/2/51.short 4100 - https://pm-research.com/content/1/2/51.full