@data{jae.2022327.0712908835, author = {Thiele, Stephen}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {modeling-the-conditional-distribution-of-financial-returns-with-asymmetric-tails}, year = {2020}, version = {1}, url = {https://journaldata.zbw.eu/dataset/modeling-the-conditional-distribution-of-financial-returns-with-asymmetric-tails}, doi = "10.15456/jae.2022327.0712908835" }