Open AccessAn Empirical Study on the Conditional Skewness Model for the Market Risk Management
Author(s) -
Youn Wook Choo,
Bonil Ku,
Young Ho Eom
Publication year - 2009
Publication title -
li'seu'keu gwanli yeon'gu
Language(s) - English
Resource type - Journals
ISSN - 1229-103X
DOI - 10.21480/tjrm.20.1.200906.002
Subject(s) - skewness , econometrics , risk management , economics , market risk , conditional variance , actuarial science , mathematics , statistics , financial economics , autoregressive conditional heteroskedasticity , finance , volatility (finance)