The accuracy of asymmetric GARCH model estimation

Olivier Darné; Amélie Charles

Preprints, Working Papers, ...

The accuracy of asymmetric GARCH model estimation

Olivier Darné ¹ Amélie Charles ²

1 LEMNA - Laboratoire d'économie et de management de Nantes Atlantique

2 Audencia Business School

Document type :

Preprints, Working Papers, ...

Domain :

Quantitative Finance [q-fin] / Statistical Finance [q-fin.ST]

Complete list of metadatas

https://hal-audencia.archives-ouvertes.fr/hal-01943883
Contributor : Amelie Charles <>
Submitted on : Monday, December 28, 2020 - 2:33:07 PM
Last modification on : Tuesday, January 5, 2021 - 3:27:35 AM

Charles-Darne_IE_HAL.pdf

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The accuracy of asymmetric GARCH model estimation

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The accuracy of asymmetric GARCH model estimation

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