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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
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Preprints, Working Papers, ...
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https://hal-audencia.archives-ouvertes.fr/hal-01943883
Contributor : Amelie Charles Connect in order to contact the contributor
Submitted on : Monday, December 28, 2020 - 2:33:07 PM
Last modification on : Friday, August 5, 2022 - 2:54:51 PM
Long-term archiving on: : Monday, March 29, 2021 - 6:41:01 PM

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  • HAL Id : hal-01943883, version 1

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UNIV-NANTES | INSTITUT-TELECOM | AUDENCIA | CNRS | UNIV-ANGERS | UNIV-LEMANS | EC-NANTES | LEMNA | UNAM | NANTES-UNIVERSITE

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

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