Conditional Volatility, Skewness and Kurtosis: Existence and Persistence

By Michael Rockinger, Eric Jondeau. 2000

122 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3cee70d0a35d7fefbc573423b08539d8c0e3eff7