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Autoregresive conditional volatility, skewness and kurtosis - MaRDI portal

Autoregresive conditional volatility, skewness and kurtosis (Q123508)

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scientific article
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Autoregresive conditional volatility, skewness and kurtosis
scientific article

    Statements

    volume
    45
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    issue
    4-5
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    page(s)
    599-618
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    publication date
    September 2005
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    author
    Ángel León
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    Gonzalo Rubio
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    Gregorio Serna
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