A GARCH model with a time-varying intercept

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Beskrivning

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
Händelsetitel6th International Workshop on “Financial Markets and Nonlinear Dynamics”
Typ av evenemangKonferens
PlatsParis, Frankrike
OmfattningInternationell