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"The Effect of Innovation Assumptions on Asymmetric GARCH Models for ..."

Diego Acuña, Héctor Allende-Cid, Héctor Allende (2015)

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DOI: 10.1007/978-3-319-25751-8_63

access: open

type: Conference or Workshop Paper

metadata version: 2019-10-31

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  dblp key:
  - conf/ciarp/AcunaAA15
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Diego Acuña, Héctor Allende-Cid, Héctor Allende:
The Effect of Innovation Assumptions on Asymmetric GARCH Models for Volatility Forecasting. CIARP 2015: 527-534

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