The specification of GARCH models with stochastic covariates
2008 ◽
Vol 28
(10)
◽
pp. 911-934
◽
Jeff Fleming
◽
Chris Kirby
◽
Barbara Ostdiek
Jeff Fleming
◽
Chris Kirby
◽
Barbara Ostdiek
2017 ◽
Vol 04
◽
pp. 01-20
2003 ◽
Vol 6
(3)
◽
pp. 21-63
◽
2004 ◽
Vol 6
(3)
◽
pp. 27-52
◽
Gian Piero Aielli
◽
Massimiliano Caporin
Israel J S Felipe
◽
Anderson Luiz Mol
David Ardia
◽
Keven Bluteau
◽
Maxime RRede
Alain Coen
◽
Francois-Eric Racicot