Nonstationary ARCH and GARCH with t-Distributed Innovations

Publikation: Working paperForskning

OriginalsprogEngelsk
Udgivelses stedCopenhagen
Antal sider29
StatusUdgivet - 2015
NavnUniversity of Copenhagen. Institute of Economics. Discussion Papers (Online)
Nummer7
Vol/bind2015
ISSN1601-2461

Bibliografisk note

JEL Classification: C32

ID: 140021897