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 tillämpningar
Publication year: 2006

Authors

Changli He

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A. Silvennoinen

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T. Teräsvirta

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        identifier: oai:dalea.du.se:1787
        datestamp: 2021-04-15T12:21:07Z
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            recordInfo: 
                recordContentSource: du
                recordCreationDate: 2006-02-24
            identifier: http://urn.kb.se/resolve?urn=urn:nbn:se:du-1787
            titleInfo: 
                @attributes: 
                    lang: eng
                title: Parameterizing unconditional skewness in models for financial series
            subject: 
                @attributes: 
                    lang: swe
                    authority: du
                topic: Nonlinear Cointegration i Nonlinear Vector autoregressive modeller: teori och tillämpningar
                genre: Research subject
            language: 
                languageTerm: eng
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                Published
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                        He
                        Changli
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                        roleTerm: aut
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                        Silvennoinen
                        A.
                    role: 
                        roleTerm: aut
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                        Teräsvirta
                        T.
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                        roleTerm: aut
            originInfo: 
                dateIssued: 2006
                publisher: Stockholm School of Economics
                place: 
                    placeTerm: Stockholm
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                    type: series
                titleInfo: 
                    title: Working Paper in Economics and Finance
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