@data{jae.2022321.0712481009, author = {Dovonon, Prosper}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {conditionally-heteroskedastic-factor-models-with-skewness-and-leverage-effects}, year = {2013}, version = {1}, url = {https://journaldata.zbw.eu/dataset/conditionally-heteroskedastic-factor-models-with-skewness-and-leverage-effects}, doi = "10.15456/jae.2022321.0712481009" }