On the relation between GARCH and stable processes

C.G. de Vries

    Research output: Book/ReportReport

    42 Citations (Scopus)
    131 Downloads (Pure)
    Original languageEnglish
    Place of PublicationTilburg
    PublisherCentER for Economic Research
    Number of pages20
    Volume52
    Publication statusPublished - 1991

    Publication series

    NameReprint Series

    Keywords

    • Stock Exchanges
    • GARCH Models

    Cite this