Logo
Munich Personal RePEc Archive

Browse by Authors

Group by: Date | Item ID
Number of items: 2.

11 August 2013

Sucarrat, Genaro and Grønneberg, Steffen and Escribano, Alvaro (2013): Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.

29 October 2014

Grønneberg, Steffen and Sucarrat, Genaro (2014): Risk Estimation when the Zero Probability of Financial Return is Time-Varying.

This list was generated on Sun Dec 22 11:38:34 2024 CET.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.