A skew-in-mean GARCH model

Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality

Volumn , Issue , 2004, Pages 205-222

  De Luca, Giovanni ^a   Loperfido, Nicola M R ^b  

^a UNIVERSITY OF NAPLES PARTHENOPE   (Italy)

^b UNIVERSITY OF URBINO   (Italy)

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EID: 84952672511     PISSN: None     EISSN: None     Source Type: Book    
DOI: None     Document Type: Chapter

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