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Heavy Tail Behavior and Parameters Estimation of GARCH (1, 1) Process

Year: 2014

Type: article

Authors: Hailong Chen, Chunli Liu

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2185199137

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Cites: 14

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Related to: 10