Please use this identifier to cite or link to this item:
http://hdl.handle.net/123456789/449Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Zi-Yi Guo | - |
| dc.date.accessioned | 2017-09-25T05:15:16Z | - |
| dc.date.available | 2017-09-25T05:15:16Z | - |
| dc.date.issued | 2017 | - |
| dc.identifier.uri | http://hdl.handle.net/123456789/449 | - |
| dc.language.iso | en | en_US |
| dc.title | GARCH Models with Fat-Tailed Distributions and the Hong Kong Stock Market Returns | en_US |
| dc.type | Article | en_US |
| Appears in Collections: | E-JOURNALS | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 69153-255970-1-PB.pdf | 211.21 kB | Adobe PDF | View/Open |
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