Forecasting the unconditional and conditional kurtosis of the asset returns distribution
Year of publication: |
2012
|
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Authors: | Ñíguez, Trino-Manuel ; Perote, Javier ; Rubia, Antonio |
Published in: |
Encyclopedia of economics research ; Vol. 2. - New York, NY : Nova Science Publ.. - 2012, p. 437-455
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory |
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