A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models
| Year of publication: |
2005
|
|---|---|
| Authors: | Bauwens, Luc ; Laurent, Sebastien |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 23.2005, July, p. 346-354
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005238354