Title of article :
Autoregresive conditional volatility, skewness and kurtosis
Author/Authors :
?ngel Le?n، نويسنده , , Gonzalo Rubio، نويسنده , , Gregorio Serna، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
20
From page :
599
To page :
618
Keywords :
Skewness and kurtosis , Gram–Charlier series expansion , Stock indices , conditional volatility
Journal title :
Quarterly Review of Economics and Finance
Serial Year :
2005
Journal title :
Quarterly Review of Economics and Finance
Record number :
178492
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=178492
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