Three-factor profile analysis with GARCH innovations

Pui-Lam Leung, Wing-Keung Wong*

*Corresponding author for this work

    Research output: Contribution to journalJournal articlepeer-review

    8 Citations (Scopus)
    20 Downloads (Pure)

    Fingerprint

    Dive into the research topics of 'Three-factor profile analysis with GARCH innovations'. Together they form a unique fingerprint.

    Mathematics

    Engineering & Materials Science