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Kurtosis analysis in GARCH models with Gram–Charlier-like innovations
Vacca, Gianmarco, Zoia, Maria GraziaVolume:
183
Language:
english
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2019.108552
Date:
October, 2019
File:
PDF, 418 KB
english, 2019