Second and higher moments of fundamentals: A literature review

This literature review outlines the recent progress in fundamental second and higher moments of research. We survey the moments’ existence, formation, and financial market and macroeconomic implications. Research shows that time‐varying volatility and non‐Gaussian shocks exist throughout all measure...

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Veröffentlicht in:	European financial management : the journal of the European Financial Management Association 2020-01, Vol.26 (1), p.216-237
Hauptverfasser:	Jia, Yuecheng, Popova, Ivilina, Simkins, Betty, Emma Wang, Qin
Format:	Artikel
Sprache:	eng
Schlagworte:	Economic models Financial market fundamental higher moments fundamental second moments granular network Literature reviews Macroeconomics non‐Gaussian shocks Power Prices time‐varying volatility
Online-Zugang:	Volltext
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