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Autoregressive conditional kurtosis

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Brooks, C., Burke, S. P., Heravi, S. and Persand, G. (2005) Autoregressive conditional kurtosis. Journal of Financial Econometrics, 3 (3). pp. 399-421. ISSN 1479-8417

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To link to this article DOI: 10.1093/jjfinec/nbi018


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
Faculty of Arts, Humanities and Social Science > School of Politics, Economics and International Relations > Economics
ID Code:20558
Publisher:Oxford University Press
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