Modeling stock markets' volatility using GARCH models with Normal, Student's t and stable Paretian distributions

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Bibliographische Detailangaben
Veröffentlicht in:Statistical papers
1. Verfasser: Curto, José Dias (VerfasserIn)
Weitere Verfasser: Pinto, José Castro (VerfasserIn), Tavares, Gonçalo Nuno (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2009
Schlagworte:
Börsenkurs > Volatilität > Statistische Verteilung > Modellierung > ARCH-Modell > Theorie > Aufsatz in Zeitschrift
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