Reference
Eric Ghysels (University of North Carolina), “Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
See also
Published in
Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011