Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
| Year of publication: |
2003
|
|---|---|
| Authors: | Jondeau, Eric ; Rockinger, Michael |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 10, p. 1699-1737
|
| Publisher: |
Elsevier |