Work

A New Model: The k-Factor GIGARCH Process

Year: 2000

Type: preprint

Source: RePEc: Research Papers in Economics

Author: Dominique Guégan

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W248107689

Cites:

Cited by: 33

Related to: 10