DEPENDENCE BETWEEN VOLATILITY PERSISTENCE, KURTOSIS AND DEGREES OF FREEDOM.

Autor: Rozga, Ante1 rozga@efst.hr, Arnerić, Josip1 jarneric@efst.hr
Zdroj: Investigación Operacional. 2009, Vol. 30 Issue 3, p32-39. 8p. 3 Charts, 2 Graphs.
Databáze: Academic Search Ultimate