Forecasting asymmetries in aggregate stock market returns : evidence from conditional skewness
Year of publication: |
2005
|
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Authors: | Hueng, C. James ; McDonald, James B. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 5, p. 666-685
|
Subject: | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Prognoseverfahren | Forecasting model | USA | United States | 1962-2000 |
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