On the relation between GARCH and stable processes
| Year of publication: |
1991
|
|---|---|
| Authors: | Vries, Casper G. de |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 48.1991, 3, p. 313-324
|
| Publisher: |
Elsevier |