Grigoletto, Matteo and List, Francesco <br/><br/>
Looking for skewness in financial time series 
 2009 

 -  2009 
 - 292-309  V.  12  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Conditional skewness;Financial returns;GARCH models;Time varying skewness;Skewness;