Persistence and predictability of skewness in country equity market returns
Year of publication: |
2003
|
---|---|
Authors: | Lai, Eric ; Brooks, Robert ; Faff, Robert W. |
Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 1.2003, 1, p. 36-51
|
Subject: | Skewness | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Theorie | Theory |
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