Stable-GARCH models for financial returns: Fast estimation and tests for stability
Year of publication: |
2016
|
---|---|
Authors: | Paolella, Marc S. |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 4.2016, 2, p. 1-28
|
Publisher: |
Basel : MDPI |
Subject: | APARCH | asymmetric stable Paretian | Hill-type tail estimators | sum-stability |
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