A GARCH model with a time-varying intercept

Activity: Talk or presentationOral presentation

Description

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.
Period02.06.202203.06.2022
Event title6th International Workshop on “Financial Markets and Nonlinear Dynamics”
Event typeConference
LocationParis, France
Degree of RecognitionInternational