Othman Kadmiri | DeepAI

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Featured Co-authors

Yacouba Boubacar Maïnassara
6 publications
Bruno Saussereau
4 publications

research

∙ 12/05/2018

Estimation of multivariate asymmetric power GARCH models

It is now widely accepted that volatility models have to incorporate the...

0 Yacouba Boubacar Maïnassara, et al. ∙

research

∙ 11/21/2018

Portmanteau test for the asymmetric power GARCH model when the power is unknown

It is now widely accepted that, to model the dynamics of daily financial...

0 Yacouba Boubacar Maïnassara, et al. ∙