On the empirical behavior of stochastic volatility models: Do skewness and kurtosis matter?
- García-Alonso, M.M.
- Moreno, M.
- Navas, J.F.
ISSN: 1569-3759
ISBN: 9781780526164
Year of publication: 2012
Volume: 94
Pages: 227-257
Type: Article
Book Series:
Contemporary Studies in Economic and Financial Analysis