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~isPartOf:"CREATES research paper"
~subject:"Capital market returns"
~subject:"USA"
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Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
-
2013
Persistent link: https://www.econbiz.de/10010226861
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2
The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
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2011
Persistent link: https://www.econbiz.de/10009385098
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