An empirical study of the impact of skewness and kurtosis on hedging decisions (Q5745646): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Risk, Return, Skewness and Preference
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Autoregressive Conditional Density Estimation
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+Standard Risk Aversion
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+Parametric models for partially adaptive estimation with skewed and leptokurtic residuals
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+An application and comparison of some flexible parametric and semi-parametric qualitative response models
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+Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models
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+Proper Risk Aversion
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+Financial Data and the Skewed Generalized T Distribution
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