The relationship between GARCH and symmetric stable processes: Finding the source of fat tails in financial data
| Year of publication: |
1995
|
|---|---|
| Authors: | Ghose, Devajyoti ; Kroner, Kenneth F. |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 2.1995, 3, p. 225-251
|
| Publisher: |
Elsevier |