مرکز منطقه ای اطلاع رساني علوم و فناوري - On testing the adequacy of stable processes under conditional heteroscedasticity

Title of article :

On testing the adequacy of stable processes under conditional heteroscedasticity

Author/Authors :

Rohit S. Deo، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2002

Pages :

From page :

257

To page :

270

Keywords :

Conditional heteroscedasticity , Tail index , goodness-of-fit , Stable

Journal title :

Journal of Empirical Finance

Serial Year :

2002

Journal title :

Journal of Empirical Finance

Record number :

130713

Link To Document :