Title of article
A note on the relationship between GARCH and symmetric stable processes
Author/Authors
Patrick A. Groenendijk، نويسنده , , Andre Lucas، نويسنده , , Casper G. de Vries، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 1995
Pages
12
From page
253
To page
264
Keywords
GARCH , Stahle di , tributions , Tail index estimators
Journal title
Journal of Empirical Finance
Serial Year
1995
Journal title
Journal of Empirical Finance
Record number
130581
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