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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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Asymmetry and long memory in volatility modeling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - In: Journal of financial econometrics : official journal of … 10 (2012) 3, pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
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On the importance of time variability in higher moments for asset allocation
Jondeau, Eric; Rockinger, Michael - In: Journal of financial econometrics : official journal of … 10 (2012) 1, pp. 84-123
Persistent link: https://www.econbiz.de/10009519710