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Modeling stock markets’ volatility using GARCH models with Normal, Student’s t ...

WOS:000262577000006 (Nº de Acesso Web of Science) ; As GARCH models and stable Paretian distributions have been revisited in the recent past with the papers of Hansen and Lunde (J Appl Econom 20: 873–889, 2005) and Bidarkota and McCulloch (Quant Finance 4: 256–265, 2004), respectively, in this paper we discuss alternative conditional distributional models for the daily returns of the US, German and Portuguese ...