Work

GARCH Models: Structure, Statistical Inference and Financial Applications

Year: 2019

Type: article

Authors: Christian Francq, Jean‐Michel Zakoïan

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W406650945

FWCI: 44.81

Cites:

Cited by: 430

Related to: 10