THE IMPACTS OF KURTOSIS ON RISK STATIONARITY: SOME EMPIRICAL EVIDENCE

Cheng F. Lee; Chunchi Wu

doi:10.1111/j.1540-6288.1985.tb00307.x

THE IMPACTS OF KURTOSIS ON RISK STATIONARITY: SOME EMPIRICAL EVIDENCE

Cheng F. Lee
, Chunchi Wu

Finance

University of Illinois at Urbana-Champaign

Research output: Contribution to journal › Article › peer-review

17 Scopus citations

Original language	English
Pages (from-to)	263-269
Number of pages	7
Journal	Financial Review
Volume	20
Issue number	4
DOIs	https://doi.org/10.1111/j.1540-6288.1985.tb00307.x
State	Published - Nov 1985

Access to Document

10.1111/j.1540-6288.1985.tb00307.x

Cite this

@article{d43cabebd1bc4c9dac5882c8c7b77bfc,

title = "THE IMPACTS OF KURTOSIS ON RISK STATIONARITY: SOME EMPIRICAL EVIDENCE",

author = "Lee, \{Cheng F.\} and Chunchi Wu",

year = "1985",

month = nov,

doi = "10.1111/j.1540-6288.1985.tb00307.x",

language = "English",

volume = "20",

pages = "263--269",

journal = "Financial Review",

issn = "0732-8516",

publisher = "Wiley-Blackwell",

number = "4",

}

TY - JOUR

T1 - THE IMPACTS OF KURTOSIS ON RISK STATIONARITY

T2 - SOME EMPIRICAL EVIDENCE

AU - Lee, Cheng F.

AU - Wu, Chunchi

PY - 1985/11

Y1 - 1985/11

UR - https://www.scopus.com/pages/publications/84984470584

U2 - 10.1111/j.1540-6288.1985.tb00307.x

DO - 10.1111/j.1540-6288.1985.tb00307.x

M3 - Article

AN - SCOPUS:84984470584

SN - 0732-8516

VL - 20

SP - 263

EP - 269

JO - Financial Review

JF - Financial Review

IS - 4

ER -

THE IMPACTS OF KURTOSIS ON RISK STATIONARITY: SOME EMPIRICAL EVIDENCE

Access to Document

Other files and links

Fingerprint

Cite this