Forecasting asymmetries in aggregate stock market returns: Evidence from conditional skewness
| Year of publication: |
2005
|
|---|---|
| Authors: | Hueng, C.James ; Mcdonald, James B. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 12.2005, 5, p. 666
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