Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements (Q951384)
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scientific article; zbMATH DE number 5356639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements |
scientific article; zbMATH DE number 5356639 |
Statements
Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements (English)
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24 October 2008
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volatility
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skewness
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kurtosis
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generalized Student-\(t\) distribution
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GARCH
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stock indices
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exchange rates
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SNOPT
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