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Extreme observations and non-normality in ARCH and GARCH

✍ Scribed by Rakesh Bali; Hany Guirguis

Book ID: 113664170
Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 368 KB
Volume: 16
Category: Article
ISSN: 1059-0560
DOI: 10.1016/j.iref.2005.05.003

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