CUED Publications database

GARCH processes with non-parametric innovations for market risk estimation

Hernandez-Lobato, JM and Hernandez-Lobato, D and Suarez, A (2007) GARCH processes with non-parametric innovations for market risk estimation. In: UNSPECIFIED pp. 718-727..

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Item Type: Conference or Workshop Item (UNSPECIFIED)
Subjects: UNSPECIFIED
Divisions: Div F > Computational and Biological Learning
Depositing User: Unnamed user with email sms67@cam.ac.uk
Date Deposited: 15 Dec 2015 13:39
Last Modified: 10 Feb 2016 02:10
DOI: