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
Argitalpen urtea: 2012
Alea: 94
Orrialdeak: 227-257
Mota: Artikulua
Liburu bilduma:
Contemporary Studies in Economic and Financial Analysis