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Sarbjit Singh, Kulwinder Singh Parmar & Jatinder Kaur. 2023. Handbook of Hydroinformatics. Handbook of Hydroinformatics
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Dimitrios Gounopoulos & Nikos Paltalidis. 2018. Finance and Risk Management for International Logistics and the Supply Chain. Finance and Risk Management for International Logistics and the Supply Chain
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Wan-Hsiu Cheng & Jui-Cheng Hung. (2011) Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns. Journal of Empirical Finance 18:1, pages 160-173.
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Thomas Richard Alllen Corns & Stephen Ellwood Satchell. (2012) Modelling conditional heteroskedasticity and skewness using the skew-normal distribution. METRON 68:3, pages 251-263.
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Yiannis Dendramis, Giles E. Spungin & Elias Tzavalis. (2012) Forecasting VAR Models in the Presence of Regime Shifts in Variance and Egarch Effects. SSRN Electronic Journal.
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Changli He, Annastiina Silvennoinen & Timo Terasvirta. (2008) Parameterizing Unconditional Skewness in Models for Financial Time Series. SSRN Electronic Journal.
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