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person:"Rombouts, Jeroen V. K."
~isPartOf:"Journal of financial econometrics"
~person:"Baur, Dirk G."
~person:"Francq, Christian"
~person:"Kang, Sang Hoon"
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Search: subject_exact:"GARCH model"
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Rombouts, Jeroen V. K.
Baur, Dirk G.
Francq, Christian
Kang, Sang Hoon
Hansen, Peter Reinhard
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Journal of financial econometrics
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Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
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A quantile regression approach to estimate the variance of financial returns
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 616-644
Persistent link: https://www.econbiz.de/10012152237
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