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Search: subject:"unconditional skewness"
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Parameterizing
unconditional
skewness
in models for financial time series
He, Changli
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
School of Economics and Management, University of Aarhus
-
2008
a model should possess if it is to accommodate
unconditional
skewness
. We consider modelling the unconditional mean and …
Persistent link: https://www.econbiz.de/10005440080
Saved in:
2
Parameterizing
Unconditional
Skewness
in Models for Financial Time Series
He, Changli
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
Finance Discipline Group, Business School
-
2005
properties a model should possess if it is to accommodate for
unconditional
skewness
. We consider modelling the unconditional …
Persistent link: https://www.econbiz.de/10004980458
Saved in:
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