Non-Negativity Conditions for the Hyperbolic GARCH Model

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NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (2009, methodology): “3Non-negativity conditions for the fractionally integrated GARCH (FIGARCH) and the hyperbolic GARCH model can be found in Conrad and Haag (2006) and Conrad (2007) respectively.”
Anticipating Long‐Term Stock Market Volatility (2014, unknown): “Our results support the finding in Conrad (2010) that the performance of component GARCH models relative to the simple GARCH(1,1) model improves with an increasing forecast horizon.”
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency (2012, unknown): “As shown in Conrad, Karanasos, and Zeng (2010) for stock index returns, the adequate modeling of such properties is crucial for the model performance.”