✦ LIBER ✦

A note on integrated periodic GARCH processes

✍ Scribed by Bibi, Abdelouahab; Lescheb, Ines

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on the relationship between GARCH

✍ Patrick A. Groenendijk; André Lucas; Casper G. de Vries 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 599 KB

A note on GARCH model identification

✍ M. Ghahramani; A. Thavaneswaran 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 232 KB

A note on the non-negativity of continuo

✍ Henghsiu Tsai; Kung-Sik Chan 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 254 KB

A Note on Integral Properties of Periodi

✍ J. W. Dold 📂 Article 📅 1993 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 468 KB

A note on the hedging effectiveness of G

✍ Donald Lien 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 117 KB

A note on periodic sweating

✍ NILSSON, A. L. ;NILSSON, G. E. ;ÖBERG, P. A. 📂 Article 📅 1980 🏛 John Wiley and Sons 🌐 English ⚖ 147 KB