Published in

SSRN Electronic Journal, 2009

DOI: 10.2139/ssrn.1015477

Links

Tools

Export citation

Search in Google Scholar

Modeling Fat Tails in Stock Returns: A Multivariate Stable-GARCH Approach

Journal article published in 2009 by Matteo Bonato
This paper was not found in any repository, but could be made available legally by the author.
This paper was not found in any repository, but could be made available legally by the author.

Full text: Unavailable

Green circle
Preprint: archiving allowed
Green circle
Postprint: archiving allowed
Red circle
Published version: archiving forbidden
Data provided by SHERPA/RoMEO
Beta version