Fang, Wen-shwo; Miller, Stephen M.; Lee, ChunShen - 2008
Department of Economics Working Paper Series
The Great Moderation Flattens Fat Tails: Disappearing Lep-
tokurtosis …
GARCH(1,1)-model. Economics Letters 97, 17-23.
McConnell, M. M. and Perez-Quiros, G., 2000. Output fluctuations in the …