Robust estimation of GARCH and cDCC models with Markovian regime shifts

10, Aug - 2022 | 16:00

"Robust estimation of GARCH and cDCC models with Markovian regime shifts" (Master's degree). Candidate: Jean Sabino Magalhães Diniz. Advisor: professor Luiz Koodi Hotta. August 10, 2022, at 16 pm, in room 226 of the IMECC.

Institute of Mathematics, Statistics and Scientific Computing