Simulations of State Space Model with Alpha-Stable errors in Financial Time Series

NESLİHANOĞLU S., SERTTAŞ F. Ö.

8th Economics Finance Conference, London, Londrina, Brazil, 29 - 31 May 2017

  • Publication Type: Conference Paper / Summary Text
  • City: Londrina
  • Country: Brazil
  • Eskisehir Osmangazi University Affiliated: Yes