Karanasos, M., "Matrix Inequality Constraints for Vector Asymmetric Power HEAVY (or GARCH or MEM) Models and some New Mixture Formulations"

Room A36
Host: Panagiotis Konstantinou

Menelaos Karanasos, Professor in Financial Economics, Brunel University

Date: 
02/06/2016 - 15:30 - 17:00