Todd Prono 2017 - 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

Papers by year: All | 2017 | 2016 | 2007