Please use this identifier to cite or link to this item:
http://hdl.handle.net/123456789/449| Title: | GARCH Models with Fat-Tailed Distributions and the Hong Kong Stock Market Returns |
| Authors: | Zi-Yi Guo |
| Issue Date: | 2017 |
| URI: | http://hdl.handle.net/123456789/449 |
| 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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