"Modeling fat tails in stock returns: a multivariate stable-GARCH approach."

Matteo Bonato (2012)

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DOI: 10.1007/S00180-011-0270-4

access: closed

type: Journal Article

metadata version: 2020-07-07

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Matteo Bonato:
Modeling fat tails in stock returns: a multivariate stable-GARCH approach. Comput. Stat. 27(3): 499-521 (2012)

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