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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Jondeau, Eric"
~person:"Kelly, Bryan T."
~person:"Timmermann, Allan"
~subject:"Portfolio-Management"
~subject:"United Kingdom"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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The impact of shocks on higher moments
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 77-105
Persistent link: https://www.econbiz.de/10003826483
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