Todd Prono - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2007

Title Other author(s)

Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-095, 22.09.2017)

JEL: C20, C22, C53, C58

Simple Estimators for ARCH Models

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016083, 10.10.2016)

JEL: C13, C22, C58

07-1

Boston Fed Working papers [View] (Paper: 07-01, 04.04.2007)

JEL: C13, C32, G12

Papers by year: All | 2017 | 2016 | 2007