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"Calibration of GARCH models using concurrent accelerated random search."

Juliane Müller, Juho Kanniainen, Robert Piché (2013)

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DOI: 10.1016/J.AMC.2013.07.002

access: closed

type: Journal Article

metadata version: 2023-07-06

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Juliane Müller, Juho Kanniainen, Robert Piché:
Calibration of GARCH models using concurrent accelerated random search. Appl. Math. Comput. 221: 522-534 (2013)

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