Title of article
Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
Author/Authors
Eric Jondeau، نويسنده , , Michael Rockinger، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
39
From page
1699
To page
1737
Keywords
skewness , Volatility , Kurtosis , Generalized Student-t distribution , Stock indices , Exchange rates , SNOPT , GARCH
Journal title
Journal of Economic Dynamics and Control
Serial Year
2003
Journal title
Journal of Economic Dynamics and Control
Record number
238446
Link To Document