Autoregressive conditional volatility, skewness and kurtosis

Angel León ...

Year of publication:	Mar. 2004 ; [Elektronische Ressource], 1. ed.
Other Persons:	León Valle, Ángel Manuel (contributor) ; Rubio, Gonzalo (contributor) ; Serna, Gregorio (contributor)
Institutions:	Instituto Valenciano de Investigaciones Económicas (contributor)
Publisher:	Valencia : Inst. Valenciano de Investigaciones Económicas
Subject:	CAPM \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Wechselkurs \| Exchange rate \| Theorie \| Theory \| USA \| United States \| Großbritannien \| United Kingdom \| Deutschland \| Germany \| Japan \| Schweiz \| Switzerland \| Spanien \| Spain \| Mexiko \| Mexico \| 1990-2003

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