A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models
| Year of publication: |
2005
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|---|---|
| Authors: | Bauwens, Luc ; Laurent, Sébastien |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 23.2005, 3, p. 346-354
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