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"Estimation and inference in univariate and multivariate log-GARCH-X models ..."

Genaro Sucarrat, Steffen Grønneberg, Alvaro Escribano (2016)

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DOI: 10.1016/J.CSDA.2015.12.005

access: closed

type: Journal Article

metadata version: 2022-10-02

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Genaro Sucarrat, Steffen Grønneberg, Alvaro Escribano:
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown. Comput. Stat. Data Anal. 100: 582-594 (2016)

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