• Title of article

    The relationship between GARCH and symmetric stable processes: Finding the source of fat tails in financial data

  • Author/Authors

    Devajyoti Ghose، نويسنده , , Kenneth F. Kroner، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 1995
  • Pages
    27
  • From page
    225
  • To page
    251
  • Keywords
    Stable Paretian distributions , GARCH models , Leptokurtosis in financial data
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    1995
  • Journal title
    Journal of Empirical Finance
  • Record number

    130580

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130580