id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ejpam-801	Malmsten, Hans; Teräsvirta, Timo	Stylized Facts of Financial Time Series and Three Popular Models of Volatility	2010	35	.pdf	application/pdf	10920	639	59	Many researchers have observed quite early on that for GARCH models, assuming normal errors is too strong a restriction, and they have suggested leptokurtic error distributions in their stead. This fact may be interpreted as support to the notion that a leptokurtic error distri- bution is a necessity when using GARCH models.	cache/ejpam-801.pdf	txt/ejpam-801.txt