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Modelling financial time series using GARCH-type models with a skewed student distribution for the innovations

Bibliographic reference Lambert, Philippe ; Laurent, Sébastien. Modelling financial time series using GARCH-type models with a skewed student distribution for the innovations. Stat Discussion Paper ; 0125 (2001) 21 pages
Permanent URL http://hdl.handle.net/2078.1/91014