A quantile function approach to the distribution of financial returns following TGARCH models
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Statistical Modelling
سال: 2019
ISSN: 1471-082X,1477-0342
DOI: 10.1177/1471082x19876371