Showing results 1 to 4 of 4
Title | Author(s) | Issue Date | |
---|---|---|---|
A new hyperbolic GARCH model Journal:Journal of Econometrics | 2015 | ||
2012 | |||
On Mixture Memory Garch Models Journal:Journal of Time Series Analysis | 2013 | ||
Score tests for hyperbolic GARCH models Journal:Journal of Business and Economic Statistics | 2011 |