"GARCH Processes with Non-parametric Innovations for Market Risk Estimation."

José Miguel Hernández-Lobato, Daniel Hernández-Lobato, Alberto Suárez (2007)

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DOI: 10.1007/978-3-540-74695-9_74

access: closed

type: Conference or Workshop Paper

metadata version: 2017-12-26

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José Miguel Hernández-Lobato, Daniel Hernández-Lobato, Alberto Suárez:
GARCH Processes with Non-parametric Innovations for Market Risk Estimation. ICANN (2) 2007: 718-727

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