Dovonon-2012-supp-mat.pdf
Creators:
Prosper Dovonon
From the dataset abstract
Conditional heteroskedasticity, skewness and leverage effects are well-known features of financial returns. The literature on factor models has often made assumptions that preclude the...
Source: CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/768615f6-53df-4db3-aa5b-84bd7d16e474/resource/c4d92277-feea-4cb2-82d1-0c0b7f30d35e/download/dovonon-2012-supp-mat.pdf |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
