A new GARCH model with a deterministic time-varying intercept

Activity: Talk or presentationOral presentation

Description

I presented the article "A new GARCH model with a deterministic time-varying intercept" in the contributed session "Time Series III: State-Dependent and Time-Varying Parameters" at the conference Econometric Society European Summer Meeting 2023 (ESEM 2023).
Period31.08.2023
Event titleEconometric Society European Summer Meeting 2023
Event typeConference
LocationBarcelona, SpainShow on map
Degree of RecognitionInternational