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Gram-Charlier densities
Jondeau, Eric; Rockinger, Michael - In: Journal of Economic Dynamics and Control 25 (2001) 10, pp. 1457-1483
Persistent link: https://www.econbiz.de/10005229419
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Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
Jondeau, Eric; Rockinger, Michael - In: Journal of Economic Dynamics and Control 27 (2003) 10, pp. 1699-1737
Persistent link: https://www.econbiz.de/10005204989
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User's guide
Jondeau, Eric; Rockinger, Michael - In: Journal of Economic Dynamics and Control 27 (2003) 10, pp. 1739-1742
Persistent link: https://www.econbiz.de/10005107222