Forecasting the unconditional and conditional kurtosis of the asset returns distribution
Trino Manuel Ñiguez, Javier Perote and Antonio Rubia
| Year of publication: |
2012
|
|---|---|
| Authors: | Ñíguez, Trino-Manuel ; Perote, Javier ; Rubia, Antonio |
| Published in: |
Encyclopedia of economics research ; Vol. 2. - New York, NY : Nova Science Publ.. - 2012, p. 437-455
|
| Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009580928