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                                       Details for article 5 of 6 found articles
 
 
  The relationship between GARCH and symmetric stable processes: Finding the source of fat tails in financial data
 
 
Title: The relationship between GARCH and symmetric stable processes: Finding the source of fat tails in financial data
Author: Ghose, Devajyoti
Kroner, Kenneth F.
Appeared in: Journal of empirical finance
Paging: Volume 2 (1995) nr. 3 pages 27 p.
Year: 1995
Contents:
Publisher: Elsevier Science B.V. All rights reserved
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 5 of 6 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands