MIL-OSI Video: 11th European Central Bank Conference on Forecasting Techniques – Paper 5: Volatility cycles

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Source: European Central Bank (video statements)

Paper 5: Modelling volatility cycles: The (MF)2 GARCH model

Christian Conrad*, Universität Heidelberg
Robert F. Engle, New York University
Discussant: Christian Brownlees, Universitat Pompeu Fabra

https://www.youtube.com/watch?v=wP_1xpVOYKE

MIL OSI Video