On the relation between GARCH and stable processes

Casper de Vries

Journal of Econometrics, 1991, vol. 48, issue 3, 313-324

Date: 1991
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Working Paper: On the relation between GARCH and stable processes (1990)
Working Paper: On the relation between GARCH and stable processes (1990)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:48:y:1991:i:3:p:313-324

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