Andrew Luong

Université Laval

Professor

2214 Pavillon J-A. DeSeve

Quebec, Quebec G1K 7P4

Canada

SCHOLARLY PAPERS

1

DOWNLOADS

26

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Efficient Semi-Parametric Estimation of Non-Gaussian GARCH Processes

Number of pages: 26 Posted: 05 Dec 2016 Last Revised: 06 Dec 2016
Frédéric Godin and Andrew Luong
Concordia University, Quebec - Department of Mathematics & Statistics and Université Laval
Downloads 26 (498,891)

Abstract:

Loading...

GARCH, Semi-Parametric Estimation, Normal Mean-Variance Mixture, Feasible Weighted Least Squares, Variance-Gamma