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Non-gaussian (L-stable) Garch innovations

José Augusto M. de Andrade Junior

Mon, Dec 24, 2007 11:26 AM

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José Augusto M. de Andrade Junior Non-gaussian (L-stable) Garch innovations Dec 23 Patrick Burns Non-gaussian (L-stable) Garch innovations Dec 24 José Augusto M. de Andrade Junior Non-gaussian (L-stable) Garch innovations Dec 24 Eric Zivot Non-gaussian (L-stable) Garch innovations Dec 24 Patrick Burns Non-gaussian (L-stable) Garch innovations Dec 24 Spencer Graves Non-gaussian (L-stable) Garch innovations Dec 24 Patrick Burns Non-gaussian (L-stable) Garch innovations Dec 25 Christopher G. Green (L) Non-gaussian (L-stable) Garch innovations Dec 25 Spencer Graves Non-gaussian (L-stable) Garch innovations Dec 25