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~isPartOf:"Journal of empirical finance"
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Journal of empirical finance
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Asymmetric and leptokurtic distribution for heteroscedastic asset returns : the S[U]-normal distribution
Choi, Pilsun
;
Nam, Kiseok
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 41-63
Persistent link: https://www.econbiz.de/10003692974
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Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU -normal distribution
Choi, Pilsun
;
Nam, Kiseok
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 41-63
Persistent link: https://www.econbiz.de/10007895089
Saved in:
3
Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach
Nam, Kiseok
;
Pyun, Chong Soo
;
Arize, Augustine C.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 563-588
Persistent link: https://www.econbiz.de/10007234571
Saved in:
4
Asymmetric mean-reversion and contrarian profits : ANST-GARCH approach
Nam, Kiseok
;
Pyun, Chong-soo
;
Arize, Augustine Chuck
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 563-588
Persistent link: https://www.econbiz.de/10001712022
Saved in:
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