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

Neslihanoğlu S., Serttaş F. Ö.

8th Economics Finance Conference, London, London, United Kingdom, 29 - 31 May 2017, (Summary Text)

• Publication Type: Conference Paper / Summary Text
• City: London
• Country: United Kingdom
• Ankara Yıldırım Beyazıt University Affiliated: No