Tempered stable and tempered infinitely divisible GARCH models
Year of publication: |
2010
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Authors: | Shin Kim, Young ; Rachev, Svetlozar T. ; Leonardo Bianchi, Michele ; Fabozzi, Frank J. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 34.2010, 9, p. 2096-2110
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