2021-11-04
Real Time approach in Volatility modelling: A replication and further extension on RT-GARCH and Beta-t-EGARCH
Publication
Publication
| Additional Metadata | |
|---|---|
| Lange, R. | |
| hdl.handle.net/2105/60094 | |
| Econometrie | |
| Organisation | Erasmus School of Economics |
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Jong, T.E. de. (2021). Real Time approach in Volatility modelling: A replication and further extension on RT-GARCH and Beta-t-EGARCH. In Econometrie.http://hdl.handle.net/2105/60094 |
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