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

The accuracy of asymmetric GARCH model estimation

Olivier Darné
Laboratoire d'économie et de management de Nantes Atlantique
Amélie Charles
  • Function : Author
  • PersonId : 933569
Audencia Business School

Domains

Statistical Finance [q-fin.ST]
Fichier principal
Vignette du fichier
Charles-Darne_IE_HAL.pdf (241.94 Ko) Télécharger le fichier
Origin : Files produced by the author(s)

Amelie Charles  : Connect in order to contact the contributor

https://hal-audencia.archives-ouvertes.fr/hal-01943883

Submitted on : Monday, December 28, 2020-2:33:07 PM

Last modification on : Tuesday, May 2, 2023-4:33:25 PM

Long-term archiving on: Monday, March 29, 2021-6:41:01 PM

Download

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⟩

Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

Collections

UNIV-NANTES INSTITUT-TELECOM AUDENCIA CNRS UNIV-ANGERS UNIV-LEMANS EC-NANTES LEMNA UNAM NANTES-UNIVERSITE ONIRIS
29 View
800 Download

Share

Gmail Facebook Twitter LinkedIn More