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	Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution
	Belhachemi, Rachid; Rostan, Pierre; Racicot, Francois-Eric
刊名	APPLIED ECONOMICS
	2015
卷号	47期号:[db:dc_citation_issue]页码:5461-5475
关键词	conditional kurtosis C22 conditional volatility regime dependence C51 leverage effect G10 continuous hidden threshold conditional skewness
ISSN号	0003-6846
DOI	[db:dc_identifier_doi]
URL标识	查看原文
WOS记录号	[DB:DC_IDENTIFIER_WOSID]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3232033
专题	西安交通大学
推荐引用方式 GB/T 7714	Belhachemi, Rachid,Rostan, Pierre,Racicot, Francois-Eric. Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution[J]. APPLIED ECONOMICS,2015,47([db:dc_citation_issue]):5461-5475.
APA	Belhachemi, Rachid,Rostan, Pierre,&Racicot, Francois-Eric.(2015).Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution.APPLIED ECONOMICS,47([db:dc_citation_issue]),5461-5475.
MLA	Belhachemi, Rachid,et al."Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution".APPLIED ECONOMICS 47.[db:dc_citation_issue](2015):5461-5475.

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