"REIT volatility prediction for skew-GED distribution of the GARCH model."

Yen-Hsien Lee, Tung-Yueh Pai (2010)

> Home

Details and statistics

DOI: 10.1016/J.ESWA.2009.11.044

access: closed

type: Journal Article

metadata version: 2017-05-26

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eswa/LeeP10
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eswa/LeeP10
Yen-Hsien Lee, Tung-Yueh Pai:
REIT volatility prediction for skew-GED distribution of the GARCH model. Expert Syst. Appl. 37(7): 4737-4741 (2010)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.