A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models
| Authors: | BAUWENS, Luc ; LAURENT, Sébastien |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Business & Economic Statistics, 23(3), 346-353, 2005 Number 1793 |
| Other identifiers: | 10.1198/073500104000000523 [DOI] |
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Persistent link: https://www.econbiz.de/10010694208