Robust Estimation of Markov-Switching GARCH and cDCC Models

Program: 
Statistics
Degree: 
Msc dissert.
Event's date: 
Wednesday, 10 August, 2022 - 16:00
Event's place
Room 226
Author: 
Jean Sabino Magalhães Diniz

Master in Statistics

Advisor: Luiz Koodi Hotta

  • Português