Working Papers

Bivariate FCLT For The Sample Quantile And Measures Of Dispersion For Augmented Garch(p, q) Processes

Year
2019
Authors
KRATZ Marie, BRÄUTIGAM Marcel
BRÄUTIGAM, M. et KRATZ, M. (2019). Bivariate FCLT For The Sample Quantile And Measures Of Dispersion For Augmented Garch(p, q) Processes. WP1909, ESSEC Business School.