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ARMA–GARCH model with fractional generalized hyperbolic innovations.

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Title: ARMA–GARCH model with fractional generalized hyperbolic innovations.
Authors: Kim, Sung Ik1 (AUTHOR) sung.kim@lsus.edu
Source: Financial Innovation. 5/15/2022, Vol. 8 Issue 1, p1-25. 25p.
Database: Business Source Ultimate
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  Data: ARMA–GARCH model with fractional generalized hyperbolic innovations.
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  Data: <searchLink fieldCode="JN" term="%22Financial+Innovation%22">Financial Innovation</searchLink>. 5/15/2022, Vol. 8 Issue 1, p1-25. 25p.
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        Value: 10.1186/s40854-022-00349-2
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      – TitleFull: ARMA–GARCH model with fractional generalized hyperbolic innovations.
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              Text: 5/15/2022
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