Looking for skewness in financial time series
Grigoletto, Matteo and List, Francesco
Looking for skewness in financial time series 2009 - 2009 - 292-309 V. 12 Issue. 2
Econometrics
Conditional skewness;Financial returns;GARCH models;Time varying skewness;Skewness;
Looking for skewness in financial time series 2009 - 2009 - 292-309 V. 12 Issue. 2
Econometrics
Conditional skewness;Financial returns;GARCH models;Time varying skewness;Skewness;