Autoregresive conditional volatility, skewness and kurtosis

  1. León, Á.
  2. Rubio, G.
  3. Serna, G.
Journal:
Quarterly Review of Economics and Finance

ISSN: 1062-9769

Year of publication: 2005

Volume: 45

Issue: 4-5

Pages: 599-618

Type: Article

DOI: 10.1016/J.QREF.2004.12.020 GOOGLE SCHOLAR
Data source: Scopus