Logo
Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Number of items: 1.

18 January 2018

Darolles, Serges and Francq, Christian and Laurent, S├ębastien (2018): Asymptotics of Cholesky GARCH models and time-varying conditional betas.

This list was generated on Tue Sep 27 16:26:35 2022 CEST.
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.