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