The Mathematics and Statistics of Quantitative Risk Management

Activity: Participating in or organising an eventParticipation in workshop, seminar, course

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Timo Teräsvirta - Speaker

Title of presentation: Testing and modelling the unconditional variance component in multiplicative time-varying GARCH models
20 Sep 201525 Sep 2015

Workshop

WorkshopThe Mathematics and Statistics of Quantitative Risk Management
Number1539
LocationMathematisches Forschungsinstitut Oberwolfach
CountryGermany
CityOberwolfach
Period20/09/201525/09/2015

ID: 93184512