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isPartOf:"CORE discussion papers : DP"
type_genre:"Graue Literatur"
~person:"Storti, Giuseppe"
~subject:"ARCH-Modell"
~type_genre:"Arbeitspapier"
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Storti, Giuseppe
Preminger, Arie
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Bauwensa, Luc
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Braione, Manuela
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Laurent, Sébastien
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Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie
;
Storti, Giuseppe
-
2017
Persistent link: https://www.econbiz.de/10011990826
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2
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
3
A GARCH (1,1) estimator with (almost) no moment conditions on the error term
Preminger, Arie
(
contributor
);
Storti, Giuseppe
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375861
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