"EGARCH models with fat tails, skewness and leverage."

Andrew Harvey, Genaro Sucarrat (2014)

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DOI: 10.1016/J.CSDA.2013.09.022

access: closed

type: Journal Article

metadata version: 2020-02-18

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Andrew Harvey, Genaro Sucarrat:
EGARCH models with fat tails, skewness and leverage. Comput. Stat. Data Anal. 76: 320-338 (2014)

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