267 citations · 286 across the 12 of their papers we have counts for
1 paper · 1 filter
Giles-Arnaud Nzouankeu Nana, Ralf Korn, Christina Erlwein-Sayer
This paper is concerned with some properties of the generalized GARCH models, obtained by extending GARCH models with exogenous variables, the so-called GARCH extended (GARCHX) mod…