Open AccessOn Heteroscedastic, Skewed and Leptokurtic Log Returns and Spectral Density of Standardized Residuals
Author(s) -
Ivivi Joseph 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) - kurtosis , heteroscedasticity , statistics , econometrics , mathematics