CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS
Article first published online: 19 JUN 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 28, Issue 7, pages 1110–1137, November/December 2013
How to Cite
Dovonon, P. (2013), CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS. J. Appl. Econ., 28: 1110–1137. doi: 10.1002/jae.2281
- Issue published online: 25 NOV 2013
- Article first published online: 19 JUN 2012
- Manuscript Revised: 17 FEB 2012
- Manuscript Received: 31 DEC 2008
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/dovonon001/
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