Skip to main navigation Skip to search Skip to main content

On the relation between GARCH and stable processes

  • C.G. de Vries

    Research output: Book/Report › Report

    43   Link opens in a new tab Citations (Scopus)
    399 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

    Access to Document

      Cite this