Modeling of financial data: Comparison of the truncated Lévy flight and the ARCH(1) and GARCH(1,1) processes
Open Access
- 1 May 1998
- journal article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 254 (1-2) , 77-84
- https://doi.org/10.1016/s0378-4371(98)00020-x
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