Research output per year
Research output per year
Research output
- 2 Conference contribution
Search results
-
2023
A new GARCH model with a deterministic time-varying intercept
Ahlgren, N., Back, A. & Teräsvirta, T., 17.06.2023, NORDSTAT 2023 Booklet with Abstracts. Gothenburg, p. 24 1 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific
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Sup-tests against time-varying GARCH models
Ahlgren, N., Back, A. & Teräsvirta, T., 22.08.2023, Book of Abstracts COMPSTAT 2023. London, Vol. 25. p. 23 1 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific