Work

Multimodality in GARCH regression models

Year: 2008

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2008.06.002

Authors: Jurgen A. Doornik, Marius Ooms

Institutions: University of Oxford, Vrije Universiteit Amsterdam

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: University of Warwick, Economic and Social Research Council

OpenAlex ID: W2059607233

FWCI: 9.903

Cites: 32

Cited by: 38

Related to: 10