A note on the relationship between GARCH and symmetric stable processes
Patrick A. Groenendijk ; André Lucas ; Casper G. de Vries
| Year of publication: |
1994
|
|---|---|
| Authors: | Groenendijk, Patrick A. ; Lucas, André ; Vries, Casper G. de |
| Publisher: |
Amsterdam [u.a.] : Tinbergen Inst. |
| Subject: | Theorie | Theory | ARCH-Modell | ARCH model |
| Extent: | 20 S graph. Darst |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. - Vol. 95-5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 19 - 20 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000560199