The NIG-S&ARCH model: a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model

✍ Scribed by Morten B. Jensen; Asger Lunde

• Book ID: 108513038
• Publisher: John Wiley and Sons
• Year: 2001
• Tongue: English
• Weight: 302 KB
• Volume: 4
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/1368-423x.00070