Base information
Home
Purpose
FAQ
Notations
Formula
Figure descriptions
Indexes
Links to time series
Pop-up to time series
Two-time series comparison
One figure comparison
Relative excess kurtosis for "Market-component Affine
Aggregated ARCH with MA"
Relative excess kurtosis for the return
Relative excess kurtosis for the volatility
Relative excess kurtosis for the volatility increment