Work

Testing Garch-x Type Models

Year: 2018

Type: article

Source: Econometric Theory

DOI: 10.1017/s026646661800035x

Authors: Rasmus Søndergaard Pedersen, Anders Rahbek

Institution: University of Copenhagen

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2750695969

FWCI: 4.856

Cites: 29

Cited by: 29

Related to: 10