Modeling stock markets’ volatility using GARCH models with Normal, Student’s t and stable Paretian distributions
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Volume (Year): 50 (2009)
Issue (Month): 2 (March)
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- Prasad Bidarkota & J Huston Mcculloch, 2004. "Testing for persistence in stock returns with GARCH-stable shocks," Quantitative Finance, Taylor & Francis Journals, vol. 4(3), pages 256-265.
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