Department of Economics and Business Economics

Parameterizing unconditional skewness in models for financial time series

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

    Changli He, Dalarna University, SwedenAnnastiina Silvennoinen, University of Technology, Sydney, Australia
  • Timo Teräsvirta
  • School of Economics and Management
Original languageEnglish
JournalJournal of Financial Econometrics
Issue number2
Pages (from-to)208-230
Publication statusPublished - 2008

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