Estimating UK factor models using the multivariate skew-normal distribution

Adcock, C.J. (2005) Estimating UK factor models using the multivariate skew-normal distribution. In: Satchell, S.E. and Knight, J., (eds.) Linear Factor Models in Finance. Butterworth Heinemann , Oxford, UK , pp. 12-30. ISBN 0-7506-6006-6

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Authors/Creators:
  • Adcock, C.J.
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Miss Anthea Tucker
Date Deposited: 27 Jul 2010 11:03
Last Modified: 27 Jul 2010 11:03
Status: Published
Publisher: Butterworth Heinemann

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