Showing 1 - 10 of 373
Persistent link: https://www.econbiz.de/10005130979
Persistent link: https://www.econbiz.de/10005165445
Persistent link: https://www.econbiz.de/10006633964
Persistent link: https://www.econbiz.de/10005603677
Persistent link: https://www.econbiz.de/10005118406
Persistent link: https://www.econbiz.de/10005165732
Persistent link: https://www.econbiz.de/10005184117
Persistent link: https://www.econbiz.de/10006588012
Persistent link: https://www.econbiz.de/10011686798
This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that jointly estimates volatility, skewness and kurtosis over time using a modified form of the Gram-Charlier density...
Persistent link: https://www.econbiz.de/10015232396