INTRODUCING ASYMMETRY INTO THE SKEWNESS AND KURTOSIS DYNAMICS OF THE NAGARCHSK MODEL OF LEON ET AL. 2004
29.12.2015
On December 14th, MDM Professor of Financial Econometrics Hakan Eratalay gave a presentation as part of the EUSP Department of Economics’ research seminar. Professor Eratalay presented his report based on an article co-authored with Department of Economics graduate Vitaly Merso.