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~person:"Amaya, Diego"
~person:"Fournier, Mathieu"
~subject:"Forecasting model"
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Search: "Christoffersen, Peter F."
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Forecasting model
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Amaya, Diego
Fournier, Mathieu
Christoffersen, Peter F.
40
Diebold, Francis X.
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Bollerslev, Tim
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Andersen, Torben
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Jacobs, Kris
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Andersen, Torben G.
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Journal of financial economics
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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
Saved in:
2
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
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