GARCH MODELS I
Sunday 25th August 2002,
09:30 - 11:00
Room: 1.8
Session Chair(s):
Roy van der Weide, University of Amsterdam, NETHERLANDS
Category: Econometrics
A NEW CLASS OF CHARACTERISTIC-FUNCTION-BASED DISTRIBUTION TESTS AND ITS APPLICATION TO GARCH MODELS
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Presenter(s): |
Yi-Ting Chen, Institute for Social Sciences and Philosophy, Academia Sinica, TAIWAN |
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Co-Author(s): |
none |
A NEW CLASS OF MULTIVARIATE SKEW DENSITIES, WITH APPLICATION TO GARCH MODELS
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Presenter(s): |
Luc Bauwens, Université catholique de Louvain, BELGIUM |
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Co-Author(s): |
none |
GENERALIZED ORTHOGONAL GARCH - A MULTIVARIATE GARCH MODEL
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Presenter(s): |
Roy van der Weide, University of Amsterdam, NETHERLANDS |
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Co-Author(s): |
none |
Total Papers in This session: 3
Session Ref: 471
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