Open AccessHow should we Interpret Evidence of Time Varying Conditional Skewness?
Author(s) -
Anthony S. Tay,
Gamini Premaratne
Publication year - 2002
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.311479
Subject(s) - econometrics , skewness , conditional variance , statistics , economics , mathematics , autoregressive conditional heteroskedasticity , volatility (finance)
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