Heteroskewness modelling using skew elliptical distributions

E. Ngoussou Ngouyi and Christophe Villa
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Christophe Villa: CREM - Centre de recherche en économie et management - UNICAEN - Université de Caen Normandie - NU - Normandie Université - UR - Université de Rennes - CNRS - Centre National de la Recherche Scientifique

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Keywords: Heteroskewness modelling; skew elliptical distributions (search for similar items in EconPapers)
Date: 2002-06-24
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Published in Actes des «Journées Internationales de Finance 2002», Jun 2002, Strasbourg

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00077169

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