Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga

Helena Veiga (mhveiga@est-econ.uc3m.es)
Additional contact information
Helena Veiga: Departamento de Estadística, Universidad Carlos III de Madrid

Economics Bulletin, 2009, vol. 29, issue 4, 2730-2731

Abstract: In this comment we include and emphasize the contribution to the literature of a missing reference in the published version of the paper by Veiga (2009).

Keywords: Asymmetry; Kurtosis; Taylor-Effect (search for similar items in EconPapers)
JEL-codes: C1 C4 (search for similar items in EconPapers)
Date: 2009-10-29
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.accessecon.com/Pubs/EB/2009/Volume29/EB-09-V29-I4-P26.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ebl:ecbull:eb-09-00651

Access Statistics for this article

More articles in Economics Bulletin from AccessEcon
Bibliographic data for series maintained by John P. Conley (j.p.conley@vanderbilt.edu).