A note on the relationship between GARCH and symmetric stable processes / Patrick A. Groenendijk, André Lucas, Casper G. de VriesA hybrid joint moment ratio test for financial time series / Patrick A. Groenendijk, André Lucas, Casper G. de VriesA hybrid joint moment ratio test for financial time series / Patrick A. Groenendijk, André Lucas, Casper G. de VriesEssays on exchange rate dynamics / Patrick Anthony GroenendijkStochastic processes, non-normal innovations, and the use of scaling ratios / P.A. Groenendijk, A. Lucas, C.G. de Vries