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
Evenemangstitel6th International Workshop on “Financial Markets and Nonlinear Dynamics”
Typ av evenemangKonferens
PlatsParis, FrankrikeVisa på karta
OmfattningInternationell