Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
| 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 7174093. - Vol. 27.2003, 10, p. 1699-1738
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