Modeling Stock Markets' Volatility Using Garch Models with Normal, Student's T and Stable Paretian Distributions

AuthID
P-003-N32
3
Author(s)
Tipo de Documento
Article
Year published
2009
Publicado
in STATISTICAL PAPERS, ISSN: 0932-5026
Volume: 50, Número: 2, Páginas: 311-321 (11)
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-58549098260
Wos: WOS:000262577000006
Source Identifiers
ISSN: 0932-5026
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