|
| |
| Helena Veiga |
| |
| ''Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga'' |
| ( 2009, Vol. 29 No.4 ) |
| |
| |
| 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 |
JEL: C1 - Econometric and Statistical Methods: General
C4 - Econometric and Statistical Methods: Special Topics |
| |
| Manuscript Received : Oct 27 2009 | | Manuscript Accepted : Oct 29 2009 |
|
