Skip to main navigation Skip to search Skip to main content

TAIL RISK MONOTONICITY IN GARCH(1,1) MODELS

  • Columbia University
  • City University of Hong Kong

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'TAIL RISK MONOTONICITY IN GARCH(1,1) MODELS'. Together they form a unique fingerprint.
Sort by

Mathematics