15

Nonstationary GARCH with t-distributed innovatio

Year:
2016
Language:
english
File:
PDF, 359 KB
english, 2016
20

TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS

Year:
2016
Language:
english
File:
PDF, 524 KB
english, 2016
34

Multivariate Variance Targeting in the BEKK-GARCH Model

Year:
2012
Language:
english
File:
PDF, 473 KB
english, 2012
38

TESTING GARCH-X TYPE MODELS

Year:
2018
Language:
english
File:
PDF, 372 KB
english, 2018
44

Robust inference in conditionally heteroskedastic autoregressions

Year:
2019
Language:
english
File:
PDF, 1.91 MB
english, 2019