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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of financial econometrics"
~person:"Francq, Christian"
~person:"Inoue, Atsushi"
~subject:"Capital income"
~subject:"Schätzung"
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Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
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