Dataset - CKAN

GARCH models without positivity constraints: Exponential or Log GARCH?

This paper provides a probabilistic and statistical comparison of the log-GARCH and EGARCH models, which both rely on multiplicative volatility dynamics without...
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A local moment type estimator for the extreme value index in regression with ...

International audience
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Uniform asymptotic properties of a nonparametric regression estimator of cond...

AD
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