"Modelling and estimating volatility using conditional variance-type models."

Rafik Nafkha, Dorota Zebrowska-Suchodolska (2024)

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DOI: 10.1016/J.PROCS.2024.09.422

access: closed

type: Conference or Workshop Paper

metadata version: 2025-01-16

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Rafik Nafkha, Dorota Zebrowska-Suchodolska:
Modelling and estimating volatility using conditional variance-type models. KES 2024: 2655-2664

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