Autoregressive conditional volatility, skewness and kurtosis
Ángel león, Gonzalo Rubio, Gregorio Serna
| Year of publication: |
2005
|
|---|---|
| Authors: | León Valle, Ángel Manuel ; Rubio, Gonzalo ; Serna, Gregorio |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 45.2005, 4/5, p. 599-618
|
| Subject: | Volatilität | Volatility | Theorie | Theory | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Großbritannien | United Kingdom | Deutschland | Germany | Schweiz | Switzerland | Japan | Mexiko | Mexico | Spanien | Spain | CAPM |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003099285