Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975)
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scientific article; zbMATH DE number 5603773
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| English | Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions |
scientific article; zbMATH DE number 5603773 |
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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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0.8814688
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0.87824756
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0.87703806
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0.8751585
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0.8725447
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