Conditional skewness, kurtosis, and density specification testing : moment-based versus nonparametric tests
A. Tolga Ergun; Jongbyung Jun
Year of publication: |
2010
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Authors: | Ergun, A. Tolga ; Jun, Jongbyung |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 14.2010, 3, p. 1-19
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