Munich Personal RePEc Archive

Browse by Institution

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators Name | No Grouping
Jump to: E | F
Number of items: 2.

E

El Ghourabi, Mohamed and Francq, Christian and Telmoudi, Fedya (2013): Consistent estimation of the Value-at-Risk when the error distribution of the volatility model is misspecified.

F

Francq, Christian and Zakoian, Jean-Michel (2013): Inference in non stationary asymmetric garch models.

This list was generated on Fri Jul 19 07:00:00 2019 CEST.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.