Time-varying asymmetry and tail thickness in long series of daily financial returns
Mazur, Błażej, Pipień, MateuszLanguage:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.1515/snde-2017-0071
Date:
October, 2018
File:
PDF, 2.71 MB
english, 2018