Program > Parallel sessions


High-dimensional penalized ARCH processes Jean-David Fermanian, Benjamin Poignard sciencesconf.org:qffe2018:191968
Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas Christian Francq, Serge Darolles, Sébastien Laurent sciencesconf.org:qffe2018:196858
Modelling time-varying volatility interactions with an application to volatility contagion Susana Martins, Cristina Amado sciencesconf.org:qffe2018:196876

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