Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU-normal distribution

✍ Scribed by Pilsun Choi; Kiseok Nam

• Book ID: 116641606
• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 642 KB
• Volume: 15
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/j.jempfin.2006.06.009