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Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU-normal distribution

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  • Choi, Pilsun
  • Nam, Kiseok

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  • Choi, Pilsun & Nam, Kiseok, 2008. "Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU-normal distribution," Journal of Empirical Finance, Elsevier, vol. 15(1), pages 41-63, January.
    • Handle: RePEc:eee:empfin:v:15:y:2008:i:1:p:41-63
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