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Estimating and forecasting ARCH models using G@RCH 6

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https://hal-amu.archives-ouvertes.fr/hal-01463936
Contributor : Elisabeth Lhuillier <>
Submitted on : Thursday, February 9, 2017 - 6:24:40 PM
Last modification on : Saturday, October 3, 2020 - 3:14:27 AM

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  • HAL Id : hal-01463936, version 1

Citation

Sébastien Laurent. Estimating and forecasting ARCH models using G@RCH 6. Timberlake Consultants, 2014, 978-0-9557076-0-5. ⟨hal-01463936⟩

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