On the relation between GARCH and stable processes

Casper de Vries

No 1990-34, Discussion Paper from Tilburg University, Center for Economic Research

Date: 1990
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Journal Article: On the relation between GARCH and stable processes (1991)
Working Paper: On the relation between GARCH and stable processes (1991)
Working Paper: On the relation between GARCH and stable processes (1990)
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