The ET interview: Christian Gouriéroux and Alain Monfort

Ghysels, Eric, Renault, Eric . Econometric Theory 2012. 28 (4) :889-914

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Bibtex

@article{CIS-266506,
  Author = {Ghysels, Eric and Renault, Eric},
  Title = {The ET interview: Christian Gouriéroux and Alain Monfort},
  Journal = {Econometric Theory},
  Volume = {28},
  Number = {4},
  Year = {2012},
  Pages = {889--914},
  Keywords = {Misspecification, integrated GARCH, high frequency exchange rates}
}

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