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
Metadata
Authors/Creators: |
|
---|---|
Dates: |
|
Institution: | The University of Sheffield |
Academic Units: | The University of Sheffield > Faculty of Social Sciences (Sheffield) > Management School (Sheffield) |
Depositing User: | Miss Anthea Tucker |
Date Deposited: | 27 Jul 2010 11:03 |
Last Modified: | 27 Jul 2010 11:03 |
Status: | Published |
Publisher: | Butterworth Heinemann |
Download not available
A full text copy of this item is not currently available from White Rose Research Online