Persistence and predictability of skewness in country equity market returns
Eric Lai; Robert Brooks; Robert Faff
| Year of publication: |
2003
|
|---|---|
| Authors: | Lai, Eric ; Brooks, Robert ; Faff, Robert W. |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 1.2003, 1, p. 36-51
|
| Subject: | Skewness | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Theorie | Theory |
| 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/10001807037