Results for GJR model - GARCH model - Computing M-estimator - B-estimator - VaR

Publications & Outputs

1. M-estimation for some GARCH - type models : computation and application.

   Iqbal, F. & Mukherjee, K., 10/2010, In: Statistics and Computing. 20, 4, p. 435-445 11 p.

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