Discussion Papers
The GESG publishes a Discussion Paper Series to which researchers are invited to submit papers. Articles undergo an initial referring process under the responsibility of the Secretary. Papers are submitted by e-mail to the Secretary who chooses a referee. The referring process is mostly informal and hopefully consists of an open discussion between the author and the referee. Final decisions are made by the Secretary. All Discussion Papers are to be presented in a Research Seminar.
Discussion Papers
Discussion Paper 1/2017: Daniela Carrizo, Ricardo Eskildsen y Humberto González (2017)
Forecasting following appearance of extreme values when using AR-GARCH and QAR-Beta-t-EGARCH.
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Discussion Paper 1/2016:Luis Monteros (2016)
Predicting the volatility of information technology stocks: Does Beta-t-EGARCH(1,1) beat a GARCH(1,1)?.
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Discussion Paper 2/2015: Marco Villatoro (2015)
Volatility of global equity indices: comparison of GARCH and Beta-t-EGARCH models.
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Discussion Paper 1/2015: Heier, Andreas (2015)
Analysis of systematic risk factors for cost of equity estimation on German enterprises
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