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
| Item Type: | Book Section |
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| Authors/Creators: |
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| Dates: |
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| 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 |
| Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:11091 |
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