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A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves; González-Rivera, Gloria - In: Econometric reviews 39 (2020) 10, pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
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A note on adaptation in GARCH models
González-Rivera, Gloria - In: Econometric reviews 16 (1997) 1, pp. 55-68
Persistent link: https://www.econbiz.de/10001217211
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A Note on Adaptation in Garch Models
González-Rivera, G. - In: Econometric reviews 16 (1997) 1, pp. 55-68
Persistent link: https://www.econbiz.de/10006926135