GARCH-stable as a model of futures price movements

Review of Quantitative Finance and Accounting 1995 / 06 Vol. 5; Iss. 2

GARCH-stable as a model of futures price movements

Shi-Miin Liu, B. Wade Brorsen
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Volume:
5
Language:
english
Pages:
13
DOI:
10.1007/bf01075173
Date:
June, 1995
File:
PDF, 863 KB
english, 1995
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