On the relation between GARCH and stable processes

C.G. de Vries

Research output: Working paper › Discussion paper › Other research output

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Name	CentER Discussion Paper
Volume	1990-34

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@techreport{d62fff491d734806beed808f9a596c06,

title = "On the relation between GARCH and stable processes",

author = "{de Vries}, C.G.",

note = "Pagination: 17",

year = "1990",

language = "English",

volume = "1990-34",

series = "CentER Discussion Paper",

publisher = "CentER",

type = "WorkingPaper",

institution = "CentER",

}