Activities per year
- 5 results
Search results
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A new GARCH model with a deterministic time-varying intercept
Alexander Back (Speaker)
31.08.2023Activity: Talk or presentation › Oral presentation
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A structurally motivated stochastic volatility model for equity returns
Alexander Back (Speaker)
18.12.2022Activity: Talk or presentation › Oral presentation
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A GARCH model with a time-varying intercept
Alexander Back (Speaker)
02.06.2022 → 03.06.2022Activity: Talk or presentation › Oral presentation
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Additive time-varying GARCH model
Alexander Back (Speaker)
18.12.2021Activity: Talk or presentation › Oral presentation
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Computational Statistics (Journal)
Alexander Back (Reviewer)
2020 → …Activity: Publication peer-review and editorial work › Scientific journal