6 citations · 6 across the 1 of their papers we have counts for
1 paper
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…