Autoregressive conditional kurtosis
Year of publication: |
2005
|
---|---|
Authors: | Brooks, Chris ; Burke, Simon P. ; Heravi, Saeed M. ; Persand, Gita |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 3.2005, 3, p. 399-421
|
Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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