It's about GARCH(1,1) processes (mainly it's all statistics and probability).(adsbygoogle = window.adsbygoogle || []).push({});

Anyway, there is the section of a book (link below) that is confusing me:

Where does "E[ln(β+αz_t^2)]" come from (on page 319, the "second" page)? My other question is why does it say that "ln(β+αz_t^2) holds trivially if β > 0"? Maybe it's me, but I don't think it really make sense to say that a natural log "holds"... Isn't that wording generally reserved for logical statements?

Book:

http://www.jstor.org/stable/3532198?seq=1

**Physics Forums - The Fusion of Science and Community**

Dismiss Notice

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Can somebody better explain this than the book does?

Loading...

Similar Threads - somebody better explain | Date |
---|---|

Better definition for complex number | Aug 22, 2015 |

Can somebody help me re-write this with traditional notation ? | Apr 22, 2014 |

Can somebody solve this equation for y using ln or any other technique | May 15, 2009 |

Can somebody explain this to me? | Jan 14, 2007 |

Somebody slap me | May 9, 2005 |

**Physics Forums - The Fusion of Science and Community**