A note on the relationship between GARCH and symmetrical stable processes

PA (Patrick) Groenendijk, A (André) Lucas, Casper de Vries

Research output: Contribution to journalArticleAcademicpeer-review

21 Citations (Scopus)
21 Downloads (Pure)
Original languageUndefined/Unknown
Pages (from-to)253-264
Number of pages12
JournalJournal of Empirical Finance
Volume2
DOIs
Publication statusPublished - 1995

Research programs

  • EUR ESE 11

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