Average skewness in global equity markets
Year of publication: |
2023
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Authors: | Atilgan, Yigit ; Demirtas, K. Ozgur ; Günaydin, A. Doruk ; Kirli, Imra |
Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 23.2023, 2, p. 245-271
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Subject: | average skewness | equity returns | international finance | market skewness | time-series predictability | volatility | Volatilität | Volatility | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Welt | World | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Theorie | Theory |
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