Open AccessOn Heteroscedastic, Skewed and Leptokurtic Log Returns and Spectral Density of Standardized Residuals
Author(s) -
Ivivi J. Mwaniki
Publication year - 2019
Publication title -
journal of advances in economics and finance
Language(s) - English
Resource type - Journals
eISSN - 2519-5999
pISSN - 2519-5980
DOI - 10.22606/jaef.2019.42004
Subject(s) - heteroscedasticity , stylized fact , econometrics , kurtosis , mathematics , statistics , studentized residual , skewness , variance (accounting) , stock (firearms) , economics , accounting , geography , archaeology , macroeconomics
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