Two EGARCH Models and One Fat Tail (2013)
by
Michele Caivano
,
Andrew Harvey
,
Michele Caivano
,
Andrew Harvey
,
Michele Caivano
,
Andrew Harvey
BibTeX
@MISC{Caivano13twoegarch,
author = {Michele Caivano and Andrew Harvey and Michele Caivano and Andrew Harvey and Michele Caivano and Andrew Harvey},
title = {Two EGARCH Models and One Fat Tail},
year = {2013}
}
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Abstract
Two EGARCH models and one fat tail
