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A double generalized Pareto distribution

Type: Journal Paper

Publisher: Elsevier Science

Year: 2013

Estimating GARCH type models with symmetric stable innovations: Indirect inference versus maximum likelihood

Type: Journal Paper

Publisher: Elsevier Science

Year: 2014

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Elsevier Science (2)

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2014 (1)

2013 (1)

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Studentâ€™s t distribution (2)

Degree of freedom (1)

GARCH (1)

Generalized Pareto distribution (1)

Indirect inference (1)

Leverage effects (1)

Maximum likelihood (1)

Symmetric Î± (1)

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Journal Paper (2)

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English (2)

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Metadata Only (2)

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Computational Statistics & Data Analysis (1)

Statistics & Probability Letters (1)

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