Excess kurtosis of conditional distribution for daily stock returns: the case of Japan

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.7, Iss.6, 2000-06, pp. : 353-355

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Conditional skewness modelling for stock returns

By Brännäs Kurt Nordman Niklas

Applied Economics Letters, Vol. 10, Iss. 11, 2003-09 ,pp. : 725-728

Routledge Ltd

Access to resources Recommend Favorite

Stock returns, seasonality and asymmetric conditional volatility in world equity markets

By Balaban Ercan Bayar Asli Kan Özgür Berk

Applied Economics Letters, Vol. 8, Iss. 4, 2001-04 ,pp. : 263-268

Routledge Ltd

Access to resources Recommend Favorite

Conditional correlations in the returns on oil companies stock prices and their determinants

By Giovannini Massimo Grasso Margherita Lanza Alessandro Manera Matteo

Empirica, Vol. 33, Iss. 4, 2006-09 ,pp. : 193-207

Springer Publishing Company

Access to resources Recommend Favorite

A TEST OF THE GARCH(1, 1) SPECIFICATION FOR DAILY STOCK RETURNS

Macroeconomic Dynamics, Vol. 14, Iss. S1, 2010-05 ,pp. : 137-144

Cambridge University Press

Access to resources Recommend Favorite

The empirical distribution of stock returns: evidence from an emerging European market

By Harris Richard D. F. Küçüközmen C. Coskun

Applied Economics Letters, Vol. 8, Iss. 6, 2001-06 ,pp. : 367-371

Routledge Ltd

Access to resources Recommend Favorite