On the Statistical GARCH Model for Managing the Risk by...

Symmetry 2020 / 10 Vol. 12; Iss. 10

On the Statistical GARCH Model for Managing the Risk by Employing a Fat-Tailed Distribution in Finance

Long, H. Viet, Jebreen, H. Bin, Dassios, I., Baleanu, D.
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Volume:
12
Journal:
Symmetry
DOI:
10.3390/sym12101698
Date:
October, 2020
File:
PDF, 782 KB
2020
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