Modeling conditional skewness in stock returns
Year of publication: |
2005 ; [Elektronische Ressource]
|
---|---|
Other Persons: | Lanne, Markku (contributor) ; Saikkonen, Pentti (contributor) |
Institutions: | European University Institute / Department of Economics (contributor) |
Publisher: |
Badia Fiesolana, San Domenico (Fl) |
Subject: | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States | 1946-2002 |
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