Modelling skewness dynamics in series of financial data using skewed location-scale distributions
(2001) , 25 pages
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Modellingskewnessdynamicsinseriesoffinancialdatausignskewedlocation-scaledistributions.pdf
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- Affiliations
Uliège Département d'économie
Citations
Lambert, P., & Laurent, S. (2001). Modelling skewness dynamics in series of financial data using skewed location-scale distributions (Stat Discussion Paper 0119). https://hdl.handle.net/2078.5/34207