On Return Innovation Distribution in GARCH Volatility Modelling
Institution: | Umeå University |
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Department: | |
Year: | 2013 |
Keywords: | Social Sciences; Economics and Business; Economics; Samhällsvetenskap; Ekonomi och näringsliv; Nationalekonomi; Självständigt arbete C10, Nationalekonomi; Research Project, C10, Economics |
Record ID: | 1335456 |
Full text PDF: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73117 |