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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: Linear Factor Models in Finance. Butterworth Heinemann , Oxford, UK , pp. 12-30. ISBN 0-7506-6006-6

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Item Type: Book Section
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
URI: http://eprints.whiterose.ac.uk/id/eprint/11091

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