On the relation between GARCH and stable processes

C.G. de Vries

    Research output: Working paperDiscussion paperOther research output

    201 Downloads (Pure)
    Original languageEnglish
    PublisherCentER
    Number of pages17
    Volume1990-34
    Publication statusPublished - 1990

    Publication series

    NameCentER Discussion Paper
    Volume1990-34

    Cite this

    de Vries, C. G. (1990). On the relation between GARCH and stable processes. (CentER Discussion Paper; Vol. 1990-34). CentER.
    de Vries, C.G. / On the relation between GARCH and stable processes. CentER, 1990. (CentER Discussion Paper).
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    author = "{de Vries}, C.G.",
    note = "Pagination: 17",
    year = "1990",
    language = "English",
    volume = "1990-34",
    series = "CentER Discussion Paper",
    publisher = "CentER",
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    de Vries, CG 1990 'On the relation between GARCH and stable processes' CentER Discussion Paper, vol. 1990-34, CentER.

    On the relation between GARCH and stable processes. / de Vries, C.G.

    CentER, 1990. (CentER Discussion Paper; Vol. 1990-34).

    Research output: Working paperDiscussion paperOther research output

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    T1 - On the relation between GARCH and stable processes

    AU - de Vries, C.G.

    N1 - Pagination: 17

    PY - 1990

    Y1 - 1990

    M3 - Discussion paper

    VL - 1990-34

    T3 - CentER Discussion Paper

    BT - On the relation between GARCH and stable processes

    PB - CentER

    ER -

    de Vries CG. On the relation between GARCH and stable processes. CentER. 1990. (CentER Discussion Paper).