Econometric Society 57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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Keyword: GARCH

The following papers have the keyword GARCH:

  A MODEL FOR INTRA-DAILY VOLATILITYWITH MULTIPLE INDICATORS
  Time & Location: VOLATILITY MODELS I
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Gallo, Giampiero M.

  A NEW CLASS OF CHARACTERISTIC-FUNCTION-BASED DISTRIBUTION TESTS AND ITS APPLICATION TO GARCH MODELS
  Time & Location: GARCH MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.8
  Category: Econometrics
  Presenter(s): Chen, Yi-Ting

  EVALUATION OF CONDITIONAL VALUE-AT-RISK MODELS
  Time & Location: GARCH MODELS III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Saltoglu, Burak

  GENERALIZED ORTHOGONAL GARCH - A MULTIVARIATE GARCH MODEL
  Time & Location: GARCH MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.8
  Category: Econometrics
  Presenter(s): van der Weide, Roy

  MAXIMUM LIKELIHOOD ESTIMATION OF STAR AND STAR-GARCH MODELS: A MONTE CARLO ANALYSIS
  Time & Location: GARCH MODELS II
Monday 26th August 2002, 09:30 - 11:00, Room: 1.8
  Category: Econometrics
  Presenter(s): Chan, Felix

  OUTLIER DETECTION IN GARCH MODELS
  Time & Location: GARCH MODELS IV
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.7
  Category: Econometrics
  Presenter(s): Doornik, Jurgen

Total Papers Listed: 6


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57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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