Parameterizing unconditional skewness in models for financial series
Document identifier: oai:dalea.du.se:1787
Keyword: Nonlinear Cointegration i Nonlinear Vector autoregressive modeller: teori och tillämpningarPublication year: 2006Authors
Changli He
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A. Silvennoinen
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T. Teräsvirta
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header:
identifier: oai:dalea.du.se:1787
datestamp: 2021-04-15T12:21:07Z
setSpec: SwePub-du
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recordContentSource: du
recordCreationDate: 2006-02-24
identifier: http://urn.kb.se/resolve?urn=urn:nbn:se:du-1787
titleInfo:
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lang: eng
title: Parameterizing unconditional skewness in models for financial series
subject:
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lang: swe
authority: du
topic: Nonlinear Cointegration i Nonlinear Vector autoregressive modeller: teori och tillämpningar
genre: Research subject
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languageTerm: eng
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publication/report
vet
note:
Published
3
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He
Changli
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Silvennoinen
A.
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Teräsvirta
T.
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originInfo:
dateIssued: 2006
publisher: Stockholm School of Economics
place:
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titleInfo:
title: Working Paper in Economics and Finance
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form: print
typeOfResource: text