STICERD Econometrics Seminar Series
Conditional Correlations Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
Timo Terasvirta (Aarhus University)
Thursday 13 November 2008 17:00 - 18:30
Many of our seminars and public events this year will continue as in person or as hybrid (online and in person) events. Please check our website listings and Twitter feed @STICERD_LSE for updates.
Unless otherwise specified, in-person seminars are open to the public.
Those unable to join the seminars in-person are welcome to participate via zoom if the event is hybrid.
About this event
STICERD Econometrics seminars are held on Thursdays in term time at 14.00-15.30, ONLINE, unless specified otherwise.
For further information please contact Lubala Chibwe, either by email: firstname.lastname@example.org.
Please use this link to subscribe or unsubscribe to STICERD Econometrics mailing list (emetrics).