Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S00362-007-0080-5 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S00362-007-0080-5 / rank | |||
Normal rank | |||
Latest revision as of 04:50, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions |
scientific article |
Statements
Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (English)
0 references
14 September 2009
0 references
non-Gaussian distributions
0 references
conditional heteroskedasticity
0 references
0 references
