Conditional skewness, kurtosis, and density specification testing : moment-based versus nonparametric tests
A. Tolga Ergun; Jongbyung Jun
| Year of publication: |
2010
|
|---|---|
| Authors: | Ergun, A. Tolga ; Jun, Jongbyung |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 14.2010, 3, p. 1-19
|
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1558-3708.1709 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10009949973