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Tempered stable and tempered infinitely divisible GARCH models - MaRDI portal

Tempered stable and tempered infinitely divisible GARCH models

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Publication:5980661

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DOI10.1016/J.JBANKFIN.2010.01.015MaRDI QIDQ5980661

Young Shin Kim, Michele Leonardo Bianchi, Svetlozar T. Rachev, Frank J. Fabozzi

Publication date: September 2010

Published in: Journal of Banking & Finance (Search for Journal in Brave)

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