Quantification of GARCH (1, 1) Model Misspecification with Three Known Assumed Error Term Distributions

ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.net/journal/jfrm
E-mail: [email protected]

Citations

"Quantification of GARCH (1, 1) Model Misspecification with Three Known Assumed Error Term Distributions"
written by Zonia Chandre Stiglingh, Modisane Bennett Seitshiro,
published by Journal of Financial Risk Management, Vol.11 No.3, 2022

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