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Kevin Hurt

University of Amsterdam - Amsterdam School of Economics (ASE)

Roetersstraat 11

Amsterdam, North Holland 1018 WB

Netherlands

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Conditional Heavy Tails and the Stock Market Returns in Germany

Number of pages: 8 Posted: 09 Aug 2017
John Oden, Kevin Hurt and Susan Gentry
University of Glasgow - Adam Smith Business School, University of Amsterdam - Amsterdam School of Economics (ASE) and San Diego State University - Department of Economics
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Abstract:

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Normal Reciprocal Inverse Gaussian, GARCH Model, DAX