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Dynamic tail risk forecasting: what do realized skewness and kurtosis add?

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Gallo, Giampiero, Okhrin, Ostap, Storti, Giuseppe
Formato:	Preprint
Publicado:	2024
Materias:	Econometrics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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