Looking for skewness in financial time series

Grigoletto, Matteo, Lisi, Francesco . The Econometrics Journal 2009. 12 (2) :310-323

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Bibtex

@article{CIS-235809,
  Author = {Grigoletto, Matteo and Lisi, Francesco},
  Title = {Looking for skewness in financial time series},
  Journal = {The Econometrics Journal},
  Volume = {12},
  Number = {2},
  Year = {2009},
  Pages = {310--323},
  Keywords = {Skewness, GARCH models, CONDITIONAL SKEWNESS, time-varying skewness, FINANCIAL RETURNS}
}

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