Skip to content

Opening book details…

About this Economics, Econometrics and Finance article

Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: Gev, Gat and Stable Distributions in GARCH and APARCH Models by Gunay, Samet; Khaki, Audil is a Economics, Econometrics and Finance article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.

Author
Gunay, Samet; Khaki, Audil
Publisher
Multidisciplinary Digital Publishing Institute (MDPI) (ISSN 1911-8074)
Published
2018
Language
EN
Field
Economics, Econometrics and Finance (Social Sciences)

More by Gunay, Samet; Khaki, Audil

Browse all works by Gunay, Samet; Khaki, Audil