Modeling stock markets' volatility using GARCH models with Normal, Student's t and stable Paretian distributions
José Dias Curto; José Castro Pinto; Gonçalo Nuno Tavares
| Year of publication: |
2009
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|---|---|
| Authors: | Curto, José Dias ; Pinto, José Castro ; Tavares, Gonçalo Nuno |
| Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 50.2009, 2, p. 311-321
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| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Modellierung | Scientific modelling | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003815208