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Modelling volatility cycles: the MF2-GARCH model

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Bibliographic Details
Main Authors: Conrad, Christian (Author) , Engle, Robert F. (Author)
Format: Article (Journal)
Language:English
Published: June/July 2025
In: Journal of applied econometrics
Year: 2025, Volume: 40, Issue: 4, Pages: 438-454
ISSN:1099-1255
DOI:10.1002/jae.3118
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Online Access:Verlag, kostenfrei, Volltext: https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.3118
Verlag, kostenfrei, Volltext: https://doi.org/10.1002/jae.3118
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Author Notes:Christian Conrad, Robert F. Engle
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Item Description:Online veröffentlicht am 24. Februar 2025
Gesehen am 13.01.2026
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Physical Description:Online Resource
ISSN:1099-1255
DOI:10.1002/jae.3118

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