Modelling heavy tails and asymmetry usingARCH-type models with stable Paretian distributions

✍ Scribed by António Bruno Tavares; José Dias Curto; Gonçalo Nuno Tavares

• Publisher: Springer Netherlands
• Year: 2007
• Tongue: English
• Weight: 385 KB
• Volume: 51
• Category: Article
• ISSN: 0924-090X
• DOI: 10.1007/s11071-007-9206-5