emmanueldjanga
Emmanuel Djanga
Recently Published
Inference for NGARCH model with standard EPD innovations - Bayesian approach
Source code used to implement one of the models as well as two case studies mentioned in the dissertation of the author.
Inference for NGARCH model with standard Gaussian innovations - Bayesian approach
Source code used to implement one of the models as well as two case studies mentioned in the dissertation of the author.
Inference for NGARCH model with standard EPD innovations - Frequentist approach
Source code used to implement one of the models as well as two case studies mentioned in the dissertation of the author.
Inference for NGARCH model with standard Gaussian innovations - Frequentist approach
Source code used to implement one of the models as well as two case studies mentioned in the dissertation of the author.