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"Modeling volatility using state space models with heavy tailed distributions."

Frank M. de Pinho, Glaura C. Franco, Ralph S. Silva (2016)

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DOI: 10.1016/J.MATCOM.2015.08.005

access: closed

type: Journal Article

metadata version: 2020-03-04

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Frank M. de Pinho, Glaura C. Franco, Ralph S. Silva:
Modeling volatility using state space models with heavy tailed distributions. Math. Comput. Simul. 119: 108-127 (2016)

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