Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975): Difference between revisions

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Revision as of 22:57, 1 July 2024

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Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions
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    Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (English)
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    14 September 2009
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    non-Gaussian distributions
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    conditional heteroskedasticity
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