Modelling Heavy Tails and Asymmetry Using Arch-Type Models with Stable Paretian

AuthID
 P-004-48W
3
Author(s)
Tavares, AB
·
Tipo de Documento
Article
Year published
2008
Publicado
in NONLINEAR DYNAMICS, ISSN: 0924-090X
Volume: 51, Número: 1-2, Páginas: 231-243 (13)
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Scopus®
Crossref®13
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Publication Identifiers
SCOPUS: 2-s2.0-35448966684
Wos: WOS:000251278000020
Source Identifiers
ISSN: 0924-090X
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