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Rockinger, Michael
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Journal of Economic Dynamics and Control
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Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of Economic Dynamics and Control
27
(
2003
)
10
,
pp. 1699-1737
Persistent link: https://www.econbiz.de/10005204989
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2
User's guide
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of Economic Dynamics and Control
27
(
2003
)
10
,
pp. 1739-1742
Persistent link: https://www.econbiz.de/10005107222
Saved in:
3
Gram-Charlier densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of Economic Dynamics and Control
25
(
2001
)
10
,
pp. 1457-1483
Persistent link: https://www.econbiz.de/10005229419
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