Conditional volatility, skewness, and kurtosis : existence, persistence, and comovements
Eric Jondeau; Michael Rockinger
| Year of publication: |
2003
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|---|---|
| Authors: | Jondeau, Eric ; Rockinger, Michael |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 10, p. 1699-1737
|
| Subject: | Volatilität | Volatility | Optionsgeschäft | Option trading | ARCH-Modell | ARCH model | Aktienindex | Stock index | Wechselkurs | Exchange rate | Zins | Interest rate | Theorie | Theory |
| 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/10001755410