Modelling financial time series using GARCH-type models with a skewed student distribution for the innovations
(2001) , 21 pages
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ModellingfinancialtimeseriesusingGARCH-typemodelswithaskewedstudentdistributionfortheinnovations.pdf
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Uliège Département d'économie
Citations
Lambert, P., & Laurent, S. (2001). Modelling financial time series using GARCH-type models with a skewed student distribution for the innovations (Stat Discussion Paper 0125). https://hdl.handle.net/2078.5/33425