Department of Economics and Business Economics

Timo Teräsvirta

Parameterizing unconditional skewness in models for financial time series

Research output: Research - peer-reviewJournal article

  • Changli He
    Changli HeDalarna UniversitySweden
  • Annastiina Silvennoinen
    Annastiina SilvennoinenUniversity of Technology, SydneyAustralia
  • Timo Teräsvirta
  • School of Economics and Management
Original languageEnglish
JournalJournal of Financial Econometrics
Issue number2
Pages (from-to)208-230
StatePublished - 2008

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