Real Time approach in Volatility modelling: A replication and further extension on RT-GARCH and Beta-t-EGARCH

Additional Metadata
Keywords	RT-GARCH; Beta-t-EGARCH; Volatility
Thesis Advisor	Lange, R.
Persistent URL	hdl.handle.net/2105/60094
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Jong, T.E. de. (2021, November 4). Real Time approach in Volatility modelling: A replication and further extension on RT-GARCH and Beta-t-EGARCH. Econometrie. Retrieved from http://hdl.handle.net/2105/60094

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