A Stochastic Volatility Model With Conditional Skewness*
| Year of publication: |
2012
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|---|---|
| Authors: | Feunou, Bruno ; Tdongap, Romo |
| 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. 30.2012, 4 (1.10.), p. 576-592
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