Results for GARCH model

Publications & Outputs

1. Bootstrapping M-estimators in GARCH models

   Mukherjee, K., 1/09/2020, In: Biometrika. 107, 3, p. 753-760 8 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Two Cholesky-log-GARCH models for multivariate volatilities

   Pedeli, X., Fokianos, K. & Pourahmadi, M., 2015, In: Statistical Modelling. 15, 3, p. 233-255 23 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review