Yan Gao, Chengjun Zhang, Liyan Zhang. Comparison of GARCH Models based on Different Distributions. JCP, 7(8):1967-1973, 2012. [doi]
@article{GaoZZ12,
title = {Comparison of GARCH Models based on Different Distributions},
author = {Yan Gao and Chengjun Zhang and Liyan Zhang},
year = {2012},
doi = {10.4304/jcp.7.8.1967-1973},
url = {http://dx.doi.org/10.4304/jcp.7.8.1967-1973},
researchr = {https://researchr.org/publication/GaoZZ12},
cites = {0},
citedby = {0},
journal = {JCP},
volume = {7},
number = {8},
pages = {1967-1973},
}