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Parameterizing unconditional skewness in models for financial series
2006 (English)Report (Other academic)
Place, publisher, year, edition, pages
Stockholm: Stockholm School of Economics , 2006.
Series
Working Paper in Economics and Finance
Research subject
Complex Systems – Microdata Analysis, Nonlinear Cointegration i Nonlinear Vector autoregressive modeller: teori och tillämpningar
Identifiers
URN: urn:nbn:se:du-1787OAI: oai:dalea.du.se:1787DiVA, id: diva2:522910
Available from: 2006-02-24 Created: 2006-02-24 Last updated: 2021-11-12Bibliographically approved

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • chicago-author-date
  • chicago-note-bibliography
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
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