Hernndez-del-Valle Gerardo

Gerardo Hernndez-del-Valle

Information about the author Gerardo Hernndez-del-Valle will soon be added to the site.
Found 1 papers in total
Using a functional approach to test trending volatility in the price of Mexican and international agricultural products
2017
In this article, we extend the traditional GARCH(1,1) model by including a functional...
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