Work

Autoregressive Conditional Skewness

Year: 2000

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.61332

Authors: Akhtar R. Siddique, Campbell R. Harvey

Institutions: Office of the Comptroller of the Currency, Georgetown University, Government of the United States of America, National Bureau of Economic Research, Duke University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2165682276

Cites: 12

Cited by: 126

Related to: 10