Media type: E-Article Title: Moment Component Analysis: An Illustration With International Stock Markets Contributor: Jondeau, Eric; Jurczenko, Emmanuel; Rockinger, Michael Published: Informa UK Limited, 2018 Published in: Journal of Business & Economic Statistics, 36 (2018) 4, Seite 576-598 Language: English DOI: 10.1080/07350015.2016.1216851 ISSN: 0735-0015; 1537-2707 Origination: Footnote: