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Michael Day

Saint Louis University - Department of Economics

Lindell Boulevard

Saint Louis, MO 63108

United States

SCHOLARLY PAPERS

1

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162

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0

Scholarly Papers (1)

1.

GARCH Model, Heavy Tails and the Chinese Stock Market Returns

Number of pages: 8 Posted: 16 Aug 2017
Michael Day and Mark Diamond
Saint Louis University - Department of Economics and Portland State University - Department of Economics
Downloads 162 (464,454)

Abstract:

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generalized hyperbolic distribution, GARCH model, SHA