Work

Asymmetry, Fat-tail, and Autoregressive Conditional Density in Financial Return Data with Systems of Frequency Curves

Year: 2005

Type: article

Author: Jun Yan

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7100409861

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Related to: 10