Variance spillover and skewness in financial asset returns
Bob Korkie; Ranjini Sivakumar; Harry J. Turtle
| Year of publication: |
2006
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|---|---|
| Authors: | Korkie, Robert M. ; Sivakumar, Ranjini ; Turtle, Harry J. |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 41.2006, 1, p. 139-156
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| Subject: | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | USA | United States |
| 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/10003274792