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Mark Diamond

Portland State University - Department of Economics

1721 SW Broadway, Cramer Hall

Suite 241

Portland, OR 97201

United States

SCHOLARLY PAPERS

1

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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