Modeling asymmetry and excess kurtosis in stock return data

Gamini Premaratne ; Anil K. Bera

Year of publication:	2001 ; Rev.
Authors:	Premaratne, Gamini ; Bera, Anil K.
Publisher:	Champaign, IL
Subject:	ARCH-Modell \| ARCH model \| Theorie \| Theory \| Statistische Verteilung \| Statistical distribution \| Schätzung \| Estimation \| Kapitaleinkommen \| Capital income \| USA \| United States

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