Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU-normal distribution
| Year of publication: |
2008
|
|---|---|
| Authors: | Choi, Pilsun ; Nam, Kiseok |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 15.2008, 1, p. 41-63
|
| Publisher: |
Elsevier |