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

Bibliographic reference Bauwens, Luc ; Laurent, Sébastien. A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models. In: Journal of Business and Economic Statistics, Vol. 23, no. 3, p. 346-354 (Juillet 2005)
Permanent URL http://hdl.handle.net/2078.1/23086