Publication | Closed Access
Kurtosis of GARCH and stochastic volatility models with non-normal innovations
164
Citations
15
References
2003
Year
Volatility ModelingMultivariate Stochastic VolatilityEngineeringAsset PricingBusinessGarch ModelsStochastic Volatility ModelsStatisticsFinanceHigh-frequency Financial EconometricsFinancial Mathematics
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