Open AccessParameterizing Unconditional Skewness in Models for Financial Time Series
Author(s) -
Changli He,
Annastiina Silvennoinen,
Timo Teräsvirta
Publication year - 2008
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1148117
Subject(s) - skewness , series (stratigraphy) , econometrics , time series , economics , mathematics , finance , statistics , geology , paleontology
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