Franco Pellerey

Polytechnic University of Turin

Prof.

Corso Duca degli Abruzzi, 24

Torino, Torino 10129

Italy

SCHOLARLY PAPERS

1

DOWNLOADS

57

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Comparison Results for GARCH Processes

Number of pages: 15 Posted: 17 Apr 2012
University of Milano Bicocca - Dipartimento di Statistica e Metodi Quantitativi, Polytechnic University of Turin, Politecnico di Milano- Dipartimento di Matematica and Ferdowsi University of Mashhad (FUM)
Downloads 57 (394,653)
Citation 1

Abstract:

Loading...

Garch, Convex Order, Peakedness, Kurtosis, Supermodularity