On the empirical behavior of stochastic volatility models: Do skewness and kurtosis matter?

  1. García-Alonso, M.M.
  2. Moreno, M.
  3. Navas, J.F.
Collection de livres:
Contemporary Studies in Economic and Financial Analysis

ISSN: 1569-3759

ISBN: 9781780526164

Année de publication: 2012

Volumen: 94

Pages: 227-257

Type: Article

DOI: 10.1108/S1569-3759(2012)0000094012 GOOGLE SCHOLAR