| Original language | English |
|---|---|
| Place of Publication | Tilburg |
| Publisher | CentER for Economic Research |
| Number of pages | 20 |
| Volume | 52 |
| Publication status | Published - 1991 |
Publication series
| Name | Reprint Series |
|---|
Keywords
- Stock Exchanges
- GARCH Models
On the relation between GARCH and stable processes
C.G. de Vries
Research output: Book/Report › Report
43
Citations
(Scopus)
280
Downloads
(Pure)