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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Parameterizing unconditional skewness in models for financial time series
He, Changli
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
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2005
Persistent link: https://www.econbiz.de/10003253604
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Asset price dynamics with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
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2004
Persistent link: https://www.econbiz.de/10002554388
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