GARCH models, tail indexes and error distributions: An empirical investigation
Horváth, Roman, Šopov, BorilТом:
37
Мова:
english
Журнал:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2016.03.006
Date:
July, 2016
Файл:
PDF, 1.63 MB
english, 2016