Tempered stable and tempered infinitely divisible GARCH models

By Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Frank J Fabozzi 3. 2010

103 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/624eb0134a484b6fc984a9ab68316ed599259704