Biblio

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Filters: Author is C. Kyrtsou  [Clear All Filters]
2012
Finite sample properties of tests for STGARCH models and application to the US stock returnsBook chapterGilles Dufrénot, Vêlayoudom Marimoutou and Anne Péguin-Feissolle, In: Progress in Financial Markets Research, C. Kyrtsou (Eds.), 2012, pp. 83-101, Nova Science Publishers, New York, 2012