JDAIP> Vol.4 No.1, February 2016

Department of Finance, California State University-Long Beach, Long Beach, CA, USA

 

Copyright © 2016 Peter A. Ammermann et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

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Ammermann, P.A. (2016) Are Stock Return Dynamics Truly Explosive or Merely Conditionally Leptokurtic? A Case Study on the Impact of Distributional Assumptions in Econometric Modeling. Journal of Data Analysis and Information Processing, 4, 21-39. doi: 10.4236/jdaip.2016.41003.

 

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