Modeling stock markets’ volatility using GARCH models with Normal, Student’s t and stable Paretian distributions
| Year of publication: |
2009
|
|---|---|
| Authors: | Curto, José ; Pinto, José ; Tavares, Gonçalo |
| Published in: |
Statistical Papers. - Springer. - Vol. 50.2009, 2, p. 311-321
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| Publisher: |
Springer |
| Subject: | Non-Gaussian distributions | Conditional heteroskedasticity |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005167203