Functional GARCH models: The quasi-likelihood approach and its applications

Clément Cerovecki, Christian Francq, Siegfried Hörmann, Jean Michel Zakoïan*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'Functional GARCH models: The quasi-likelihood approach and its applications'. Together they form a unique fingerprint.

Business & Economics