Work

Covariance Matrices and Skewness: Modeling and Applications in Finance

Year: 2003

Type: article

Author: Merrill W. Liechty

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2182607734

FWCI: 0.556

Cites: 141

Cited by: 1

Related to: 10