"Do We Have Robust GARCH Models Under Different Mean Equations: Evidence ..."

Tanaporn Tungtrakul, Natthaphat Kingnetr, Songsak Sriboonchitta (2017)

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DOI: 10.1007/978-3-319-50742-2_37

access: closed

type: Part in Book or Collection

metadata version: 2018-04-27

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Tanaporn Tungtrakul, Natthaphat Kingnetr, Songsak Sriboonchitta:
Do We Have Robust GARCH Models Under Different Mean Equations: Evidence from Exchange Rates of Thailand? Robustness in Econometrics 2017: 599-613

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