Volatility Modeling with a Generalized t Distribution

By Andrew S. Harvey, Rutger-Jan Lange. 2017

65 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/6f9af393826c5f1a835e0a04773051acb33b2242