Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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