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Kurtosis of GARCH and stochastic volatility models with non-normal innovations Author info | Abstract | Publisher info | Download info | Related research | Statistics Bai, Xuezheng
Russell, Jeffrey R.
Tiao, George C.
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 114 (2003)
Issue (Month): 2 (June)
Pages: 349-360
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Handle: RePEc:eee:econom:v:114:y:2003:i:2:p:349-360Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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