EGARCH models with fat tails, skewness and leverage

Title
EGARCH models with fat tails, skewness and leverage
Authors
Keywords
-
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 76, Issue -, Pages 320-338
Publisher
Elsevier BV
Online
2013-10-05
DOI
10.1016/j.csda.2013.09.022

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