Estimating skewness persistence in market returns
Jati K. Sengupta and Yijuan Zheng
| Year of publication: |
1997
|
|---|---|
| Authors: | Sengupta, Jati K. |
| Other Persons: | Zheng, Yijuan (contributor) |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 7.1997, 5, p. 549-558
|
| Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Volatilität | Volatility | Schätzung | Estimation | USA | United States | 1988-1993 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001229832