The Pitfalls in Fitting Garch(1,1) Processes

Advances in Quantitative Asset Management - Studies in Computational Finance ◽

10.1007/978-1-4615-4389-3_8 ◽

2000 ◽

pp. 179-200 ◽

Cited By ~ 8

Author(s):

Gilles Zumbach

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