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BookGARCH Models

Christian Francq2019

Book2019

GARCH Models

Christian Francq · Jean‐Michel Zakoïan

689 citations·0/0 files stored·Wiley eBooks

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Financial Risk and Volatility Modeling Stochastic processes and financial applications Complex Systems and Time Series Analysis

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2014On the Modeling of Financial Time Series 2017GARCH Modelling of Cryptocurrencies 2014Time Series Models with an EGB2 Conditional Distribution 2020Fractal analysis of market (in)efficiency during the COVID-19 2009Dynamic Conditional Correlation: On Properties and Estimation 2021Volatility Modeling: An Overview of Equity Markets in the Euro Area during COVID-19 Pandemic 2017Non-affine GARCH Option Pricing Models, Variance-Dependent Kernels, and Diffusion Limits*2021A new GJR‐GARCH model for ℤ‐valued time series

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Year2019

Typebook

Published2019-03-25

VenueWiley eBooks

Languageen

Citations689

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1002/9781119313472

openalex_workW4254913624

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