Which parametric model for conditional skewness?
Year of publication: |
October-December 2016
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Authors: | Feunou, Bruno ; Jahan-Parvar, Mohammad R. ; Tédongap, Roméo |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 13/15, p. 1237-1271
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Subject: | conditional skewness | downside risk | Mincer-Zarnowitz regression | realized skewness | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory |
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