Name
Year | DOI | Venue |
|---|---|---|
2006 | 10.1155/JAMDS/2006/86320 | JAMDS |
Field | DocType | Volume |
Financial models with long-tailed distributions and volatility clustering,Econometrics,Time series,Normal distribution,Heteroscedasticity,Volatility clustering,Statistics,Autoregressive conditional heteroskedasticity,Volatility (finance),Kurtosis,Mathematics | Journal | 2006 |
Citations | PageRank | References |
1 | 0.41 | 2 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| A. Thavaneswaran | 1 | 130 | 21.94 |
| Srimantoorao Semischetty Appadoo | 2 | 1 | 0.41 |
| C. R. Bector | 3 | 197 | 19.95 |