Modeling stock markets' volatility using GARCH models with Normal, Student's t and stable Paretian distributions
Year of publication: |
2009
|
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Authors: | Curto, José Dias ; Pinto, José Castro ; Tavares, Gonçalo Nuno |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 50.2009, 2, p. 311-321
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Modellierung | Scientific modelling | ARCH-Modell | ARCH model | Theorie | Theory |
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