Comparing various GARCH-type models in the estimation and forecasts of volatility of S&P 500 returns during Global Finance Crisis of 2008 and COVID-19 financial crisis

Chen, Xuanyu Wang, P. ; Yin, M. ; Kuang, T.

SHS Web of Conferences, 2023, Vol.169, p.1077 [Periódico revisado por pares]

Les Ulis: EDP Sciences

Texto completo disponível