Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets

M. Marzo and Paolo Zagaglia ()

Working Papers from Dipartimento Scienze Economiche, Università di Bologna

New Economics Papers: this item is included in nep-ene
Date: 2007-05

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Related works:
Working Paper: Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets (2007)
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