Skewness in the conditional distribution of daily equity returns
Richard D. F. Harris, C. Coskun Küçüközmen and Fatih Yilmaz
| Year of publication: |
2004
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|---|---|
| Authors: | Harris, Richard D. F. ; Küçüközmen, C. Coskun ; Yilmaz, Fatih |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 3, p. 195-202
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| Subject: | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Aktienindex | Stock index |
| 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/10001915495