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Daily Archives: Friday October 22nd, 2021

Outliers and misleading leverage effect in asymmetric GARCH-type models

Carnero, M. A. and A. Perez
Studies in Nonlinear Dynamics and Econometrics – 2021

Friday October 22nd, 2021Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubPrometeo, PubSelected, Pubyear2021By coralio

María Hernández de Benito

Assistant Professor
Ph.D. Georgetown University
email:
Office: 47
Ext.: 3238

Friday October 22nd, 2021Faculty, FacultyCourse, FacultyField, FacultyFieldDevelopment, FacultyFTBy coralio