A GARCH model with a time-varying intercept

Activity: Talk or presentationOral presentation


I participated in FMND, 2022, in Paris, France. I presented a paper in a PhD student session. The paper is co-authored with my thesis supervisors Associate Professor Niklas Ahlgren and Professor Emeritus Timo Teräsvirta.
Event title6th International Workshop on “Financial Markets and Nonlinear Dynamics”
Event typeConference
LocationParis, FranceShow on map
Degree of RecognitionInternational