Title of article
On testing the adequacy of stable processes under conditional heteroscedasticity
Author/Authors
Rohit S. Deo، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2002
Pages
14
From page
257
To page
270
Keywords
Conditional heteroscedasticity , Tail index , goodness-of-fit , Stable
Journal title
Journal of Empirical Finance
Serial Year
2002
Journal title
Journal of Empirical Finance
Record number
130713
Link To Document