
Nonparametric Modeling of Conditional Heterogeneity and Non-Normality of Stock Returns
Author(s) -
Ho Jin Lee
Publication year - 2016
Publication title -
jaemu gwalli yeongu/jae'mu gwanri yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2734-0759
pISSN - 1225-0759
DOI - 10.22510/kjofm.2016.33.1.006
Subject(s) - nonparametric statistics , normality , econometrics , stock (firearms) , economics , mathematics , statistics , geography , archaeology