Which parametric model for conditional skewness?
Bruno Feunou, Mohammad R. Jahan-Parvar and Roméo Tédongap
| Year of publication: |
October-December 2016
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| Authors: | Feunou, Bruno ; Jahan-Parvar, Mohammad R. ; Tédongap, Roméo |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 13/15, p. 1237-1271
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| Subject: | conditional skewness | downside risk | Mincer-Zarnowitz regression | realized skewness | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Theorie | Theory | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2013.877515 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011715405