The accuracy of asymmetric GARCH model estimation - Archive ouverte HAL Access content directly
Preprints, Working Papers, ... Year :

The accuracy of asymmetric GARCH model estimation

(1) , (2)
1
2
Amélie Charles
  • Function : Author
  • PersonId : 933569
Fichier principal
Vignette du fichier
Charles-Darne_IE_HAL.pdf (241.94 Ko) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-01943883 , version 1 (28-12-2020)

Identifiers

  • HAL Id : hal-01943883 , version 1

Cite

Olivier Darné, Amélie Charles. The accuracy of asymmetric GARCH model estimation. 2020. ⟨hal-01943883⟩
29 View
730 Download

Share

Gmail Facebook Twitter LinkedIn More