A Comprehensive Comparison Between GARCH Family Models By MCS Test

GÜLAY E., ARAS S.

VI. International Conference on Applied Economics and Finance Extended with Social Sciences, Balıkesir, Turkey, 16 - 17 November 2019

  • Publication Type: Conference Paper / Summary Text
  • City: Balıkesir
  • Country: Turkey
  • Dokuz Eylül University Affiliated: Yes