Modeling stock markets’ volatility using GARCH models with Normal, Student’s t and stable Paretian distributions
Work
Year: 2007
Type: article
Source: Statistical Papers
Institutions Iscte – Instituto Universitário de Lisboa, Instituto de Engenharia de Sistemas e Computadores Investigação e Desenvolvimento, Instituto Superior Técnico
Cites: 35
Cited by: 66
Related to: 10
FWCI: 1.859
Citation percentile (by year/subfield): 95.93
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: closed