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GARCH Models with Fat-Tailed Distributions and the Hong Kong Stock Market Returns
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| 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 |
