Autoregresive conditional volatility, skewness and kurtosis
| Year of publication: |
2005
|
|---|---|
| Authors: | Leon, Angel ; Rubio, Gonzalo ; Serna, Gregorio |
| Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 45.2005, 4-5, p. 599-618
|
| Publisher: |
Elsevier |