Estimating and forecasting ARCH models using G@RCH 6
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Year : 2014
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https://hal-amu.archives-ouvertes.fr/hal-01463936
Submitted on : Thursday, February 9, 2017-6:24:40 PM
Last modification on : Friday, March 24, 2023-2:53:03 PM
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- HAL Id : hal-01463936 , version 1
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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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