Do fat tails matter in GARCH estimation : testing market efficiency in two transition economies
B. Harrison and D. Paton
| Year of publication: |
2007
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|---|---|
| Authors: | Harrison, B. ; Paton, D. |
| Published in: |
Economic issues. - Nottingham, ISSN 1363-7029, ZDB-ID 13279294. - Vol. 12.2007, 2, p. 15-26
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009905385