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 10:38, 9 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 |
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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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