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Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S.
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2007
Persistent link: https://www.econbiz.de/10003651568
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Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
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Saikkonen, Pentti
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2008
Persistent link: https://www.econbiz.de/10003724354
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Modeling conditional skewness in stock returns
Lanne, Markku
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Saikkonen, Pentti
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003197857
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