Cogent Economics & Finance
Volume 5, 2017 - Issue 1
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Research Article
A simulation study on the distributions of disturbances in the GARCH model
Lingbing FengInternational Institute for Financial Studies, Jiangxi University of Finance and Economics, Nanchang, Jiangxi, ChinaView further author information
& Yanlin ShiDepartment of Applied Finance and Actuarial Studies, Macquarie University, NSW2109, AustraliaCorrespondence[email protected]
View further author information
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Xibin ZhangMonash University, AustraliaView further author information
(Reviewing Editor)
Article: 1355503
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Received 11 Apr 2017, Accepted 09 Jul 2017, Published online: 27 Jul 2017
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