On the Statistical GARCH Model for Managing the Risk by Employing a Fat-Tailed Distribution in Finance

Publication type: 
Journal
Authors: 
Long, HV; Bin Jebreen, H; Dassios, I; Baleanu, D
Year: 
2020
DOI: 
http://dx.doi.org/10.3390/sym12101698

Journal data

Journal: 
SYMMETRY-BASEL
Vol.: 
12
Issue: 
10
Pag.: 
1698