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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

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