Overview: Time series analysis of higher moments and distributions of financial data

Torben G. Andersen; Chia Lin Chang; Shiqing Ling

doi:10.1016/j.jeconom.2021.10.001

Overview: Time series analysis of higher moments and distributions of financial data

Torben G. Andersen^*, Chia Lin Chang, Shiqing Ling

^*Corresponding author for this work

Finance

Research output: Contribution to journal › Editorial › peer-review

Original language	English (US)
Pages (from-to)	1-3
Number of pages	3
Journal	Journal of Econometrics
Volume	227
Issue number	1
DOIs	https://doi.org/10.1016/j.jeconom.2021.10.001
State	Published - Mar 2022

ASJC Scopus subject areas

Economics and Econometrics

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10.1016/j.jeconom.2021.10.001

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@article{708b0f3dbc754eb4984f6ef655ce0b50,

title = "Overview: Time series analysis of higher moments and distributions of financial data",

author = "Andersen, {Torben G.} and Chang, {Chia Lin} and Shiqing Ling",

year = "2022",

month = mar,

doi = "10.1016/j.jeconom.2021.10.001",

language = "English (US)",

volume = "227",

pages = "1--3",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier BV",

number = "1",

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T2 - Time series analysis of higher moments and distributions of financial data

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AU - Chang, Chia Lin

AU - Ling, Shiqing

PY - 2022/3

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DO - 10.1016/j.jeconom.2021.10.001

M3 - Editorial

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SN - 0304-4076

VL - 227

SP - 1

EP - 3

JO - Journal of Econometrics

JF - Journal of Econometrics

IS - 1

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Overview: Time series analysis of higher moments and distributions of financial data

ASJC Scopus subject areas

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