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"REIT volatility prediction for skew-GED distribution of the GARCH model."

Yen-Hsien Lee, Tung-Yueh Pai (2010)

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DOI: 10.1016/J.ESWA.2009.11.044

access: closed

type: Journal Article

metadata version: 2017-05-26

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Yen-Hsien Lee, Tung-Yueh Pai:
REIT volatility prediction for skew-GED distribution of the GARCH model. Expert Syst. Appl. 37(7): 4737-4741 (2010)

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