Time varying skewness and kurtosis and a new model

Jonathan Graeme Dark

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Original languageEnglish
Title of host publicationProceedings of ESAM 2006: Australasian Meeting of the Econometric Society
EditorsPeter Bardsley, Mardi Dungey
Place of Publicationhttp://esam06.anu.edu.au
PublisherThe Econometric Society
Pages1 - 54
Number of pages54
Publication statusPublished - 2006
EventAustralasian Meeting of the Econometric Society - Alice Springs NT Australia, http://esam06.anu.edu.au
Duration: 1 Jan 2006 → …


ConferenceAustralasian Meeting of the Econometric Society
Period1/01/06 → …

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