Harry Vander Elst - Central Bank Research Hub

Papers by year: All | 2015

Title Other author(s)

FloGARCH: Realizing long memory and asymmetries in returns volatility

National Bank of Belgium Working Papers [View] (Paper: 0280, 01.04.2015)

JEL: C22, C53, C58, G17

Papers by year: All | 2015