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GARCH (1,1) Models with Exogenously-Driven Volatility: Structure and Estimation
(2008) Document de travail / Working paper
A Conditionally Heteroskedastic Model with Time-varying Coefficients for Daily Gas Spot Prices
(2011) Article accepté pour publication ou publié
A class of DCC asymmetric GARCH models driven by exogenous variables
(2010) Document de travail / Working paper