Debabrata MUKHOPADHYAY,
Nityananda SARKAR
Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India
Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India
International Econometric Review
2013-Cilt: 5 - Sayı: 1
1-19
Leverage Effect,
Excess Kurtosis,
Volatility Specification,
Conditional Distribution,
Out-Of-Sample Forecasts.
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