Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution
Author's Department
Management Department
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https://doi.org/10.1080/00036846.2015.1049338
Document Type
Research Article
Publication Title
Applied Economics
Publication Date
1-1-2015
doi
10.1080/00036846.2015.1049338
First Page
5461
Last Page
5475
Recommended Citation
APA Citation
Belhachemi, R.
Rostan, P.
&
Racicot, F.
(2015). Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution. Applied Economics, 47(51), 5461–5475.
10.1080/00036846.2015.1049338
https://fount.aucegypt.edu/faculty_journal_articles/1738
MLA Citation
Belhachemi, Rachid, et al.
"Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution." Applied Economics, vol. 47,no. 51, 2015, pp. 5461–5475.
https://fount.aucegypt.edu/faculty_journal_articles/1738