Work

Modelling Skewness and Kurtosis in the London Stock Exchange FT-SE Index Return Distributions

Year: 1995

Type: article

Source: Journal of the Royal Statistical Society Series D (The Statistician)

DOI: 10.2307/2348703

Author: Terence C. Mills

Institution: University of Hull

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W78431059

FWCI: 0.832

Cites: 8

Cited by: 107

Related to: 10