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International Review of Finance
Journal of banking & finance
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Market Excess Returns, Variance and the Third Cumulant
Zhang, Jin E.
;
Chang, Eric C.
;
Zhao, Huimin
- In:
International Review of Finance
(
2018
)
Persistent link: https://www.econbiz.de/10012091552
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2
The Relation between Physical and Risk-neutral Cumulants
Zhao, Huimin
;
Zhang, Jin E.
;
Chang, Eric C.
- In:
International Review of Finance
13
(
2013
)
3
,
pp. 345-381
Persistent link: https://www.econbiz.de/10010697103
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