Salimeh Yasaei Sekeh

Ferdowsi University of Mashhad (FUM)

P.O. Box 91775-1163

Mashhad

Iran

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Comparison Results for GARCH Processes

Number of pages: 15 Posted: 17 Apr 2012
Fabio Bellini, Franco Pellerey, Carlo Sgarra and Salimeh Yasaei Sekeh
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)
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Citation 1

Abstract:

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Garch, Convex Order, Peakedness, Kurtosis, Supermodularity