Conditional skewness with quantile regression models : SoFiE presidential address and a tribute to Hal White
Eric Ghysels
| Year of publication: |
2014
|
|---|---|
| Authors: | Ghysels, Eric |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 12.2014, 4, p. 620-644
|
| Subject: | dynamic quantile models | skewness |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010512288