The impacts of kurtosis on risk stationarity : some empirical evidence
Year of publication: |
1985
|
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Authors: | Lee, Cheng F. |
Other Persons: | Wu, Chunchi (contributor) |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 20.1985, 4, p. 263-269
|
Subject: | Risiko | Risk | Schätzung | Estimation | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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