A note on the relationship between GARCH and symmetric stable processes
| Year of publication: |
1995
|
|---|---|
| Authors: | Groenendijk, Patrick A. ; Lucas, Andre ; Vries, Casper G. de |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 2.1995, 3, p. 253-264
|
| Publisher: |
Elsevier |