Guidolin, Massimo; Pedio, Manuela - 2018
-Correction Models; References; Chapter 5. Single-Factor Conditionally Heteroskedastic Models, ARCH and GARCH; Abstract; 5.1 Stylized … for ARCH; 5.5 Forecasting With GARCH Models; 5.6 Estimation of and Inference on GARCH Models; References; Appendix 5.A … Nonparametric Kernel Density Estimation; Chapter 6. Multivariate GARCH and Conditional Correlation Models …
