Results for Conditional heteroscedasticity

Publications & Outputs

1. Ordinal-response GARCH models for transaction data: A forecasting exercise

   Dimitrakopoulos, S. & Tsionas, M., 1/10/2019, In: International Journal of Forecasting. 35, 4, p. 1273-1287 15 p.

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