Locally adaptive modeling of unconditional heteroskedasticity
Type
conference paper
Date Issued
2025-06-04
Author(s)
Language
English (United States)
Event Title
QFFE 2025 - Quantitative Finance and Financial Econometrics
Event Location
Marseille
Event Date
3.-4. Juni 2025
Contact Email Address
matthias.fengler@unisg.ch