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://jda-test.zbw.eu/dataset/c5bba626-c65d-408e-bf27-93c995910657/resource/2341fe28-9ae1-48e7-bb85-44c008600581/download/dovonon-2012-supp-mat.pdf |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
