Violante, Francesco; Violante, Francesco - 2009
allowances by ad-
dressing the unconditional tail behavior and the conditional heteroskedasticity for
the dynamics of the returns … Paolella, M.S., (2004), Mixed normal conditional
heteroskedasticity, Journal of Financial Econometrics, 2(2), 211-250.
[20 …
in the literature, allows for the presence of exogenous regressors and speci�cally
account for conditional …