A new GARCH model with a deterministic time-varying intercept

Aktivitet: Tal eller presentationMuntlig presentation

Beskrivning

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
HändelsetitelEconometric Society European Summer Meeting 2023
Typ av evenemangKonferens
PlatsBarcelona, SpanienVisa på karta
OmfattningInternationell