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Journal: J. Risk Financial Manag., 2018
Volume: 11
Number: 30

Article: Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: Gev, Gat and Stable Distributions in GARCH and APARCH Models
Authors: by Samet Gunay and Audil Rashid Khaki
Link: https://www.mdpi.com/1911-8074/11/2/30

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