Work

Autoregressive Conditional Skewness

Year: 1999

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2676230

Authors: Campbell R. Harvey, Akhtar Siddique

Institutions: National Bureau of Economic Research, Duke University, Georgetown University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124570132

FWCI: 15.76

Cites: 29

Cited by: 749

Related to: 10