Work

Augoregressive Conditional Kurtosis

Year: 2002

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Chris Brooks, Simon P. Burke, Gita Persand

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124605147

Cites: 13

Cited by: 16

Related to: 10