The skype application does not support call recording, but you can still record calls on skype third-party applications.
Here are some applications that help you record calls on skype:
1. Amolto Call Recorder
2. Callnote Premium Call Recorder
3. CallTrunk for Skype
4. eCamm Call Recorder for Skype
6. Evoca Call Recorder
9. MP3 Skype Recorder
On here, are third party applications that help you record Skype calls, you need to follow developer policies when installing them.