Modeling Moments Of Order Three And Four Of Distribution Of Yields
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DOI: https://doi.org/10.19275/RSEP050
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References listed on IDEAS
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More about this item
Keywords
Valut-at-Risk; the study of leptokurticity; and the asymmetry;All these keywords.
JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
- O16 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
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