The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the … NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a … skewness that varies between sizeable negative skewness and almost symmetry. The conditional variance and skewness measures are …

skewness in the cross section and in the time series at different level of aggregation. Concave establishment level responses … of employment growth to TFP shocks estimated from Census data induce significant skewness, movements in volatility and …