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Kurtosis of GARCH and stochastic volatility models with non-normal innovations

✍ Scribed by Xuezheng Bai; Jeffrey R. Russell; George C. Tiao

Book ID
108432669
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
246 KB
Volume
114
Category
Article
ISSN
0304-4076

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