Applied Stochastic Models and Data Analysis Brest, France May, 17 ...
A?cha El Golli ... T . In our calibration exercises at least 100 simulated ... when the simulated, Gaussian innovations?used to drive the GARCH pro- ...
A?cha El Golli ... T . In our calibration exercises at least 100 simulated ... when the simulated, Gaussian innovations?used to drive the GARCH pro- ...