000 | 00561nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aGrigoletto, Matteo and List, Francesco | ||
240 | _aEconometrics Journal (3 Issues per Annualy) | ||
245 | _aLooking for skewness in financial time series | ||
246 | _f2009 | ||
260 | _c2009 | ||
300 |
_bV. 12 _cIssue. 2 _a292-309 |
||
366 | _b2009 | ||
366 | _bJuly | ||
650 | _aEconometrics | ||
653 | _aConditional skewness;Financial returns;GARCH models;Time varying skewness;Skewness; | ||
942 | _cJA | ||
999 |
_c43089 _d43089 |