A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models

✍ Scribed by Bauwens, Luc; Laurent, Sébastien

• Book ID: 111972183
• Publisher: American Statistical Association
• Year: 2005
• Tongue: English
• Weight: 245 KB
• Volume: 23
• Category: Article
• ISSN: 0735-0015
• DOI: 10.1198/073500104000000523