Login / Signup
Violetta Dalla
ORCID
Publication Activity (10 Years)
Years Active: 2017-2017
Publications (10 Years): 1
Top Topics
Garch Model
Prior Distribution
Pairwise
Heavy Tailed
Top Venues
Commun. Stat. Simul. Comput.
</>
Publications
</>
Violetta Dalla
,
Yannis Bassiakos
,
Simos G. Meintanis
Characteristic function-based inference for GARCH models with heavy-tailed innovations.
Commun. Stat. Simul. Comput.
46 (4) (2017)