Thumbnail Image
Item

On the relation between GARCH and stable processes

de Vries,C.G.
Abstract
Description
Date
1991
Journal Title
Journal ISSN
Volume Title
Publisher
CentER for Economic Research
Collections
Tilburg University Research Output Collection
Show all metadata
Files
Thumbnail Image
VC5612994.pdf
Adobe PDF, 6.94 MB
Research Projects
Organizational Units
Journal Issue
Keywords
Stock Exchanges, GARCH Models
Citation
de Vries, C G 1991, On the relation between GARCH and stable processes. Reprint Series, vol. 52, CentER for Economic Research, Tilburg.
URI
https://hdl.handle.net/20.500.14602/92875
License
info:eu-repo/semantics/openAccess
Embedded videos