Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. A. and A. Perez
Studies in Nonlinear Dynamics and Econometrics – 2021
Carnero, M. A. and A. Perez
Studies in Nonlinear Dynamics and Econometrics – 2021
Cary Frydman
27-Sep-2021. 17:00
Theory-Experimental Seminar
Ramon Faulí
18-Oct-2021. 14:30
Theory-Experimental Seminar
Yusufcan Masatlioglu
25-Oct-2021. 14:30
Theory-Experimental Seminar
Arne Weiss
20-Sep-2021. 14:30
Theory-Experimental Seminar
University of origin: Sharif University of Technology (Irán)
Admission year: 2021
email: sss102@alu.ua.es
Office: 0031PS042
Ext.: 2144
León, A & T. Ñiguez
European Journal of Finance – Forthcoming
León, A & T. Ñiguez
Journal of Risk Finance – Forthcoming
Instructor
email: sergio.perezdesarrio@ua.es
Office: 0034PB015
Ext.: 2183
Instructor
email: mariaisabel.alemany@ua.es
Office: 0034P2073
Ext.: 2184