Modelling conditional skewness : Heterogeneous beliefs, short sale restrictions and market declines
Year of publication: |
2020
|
---|---|
Authors: | Shum, Wai Yan |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-18
|
Subject: | Heterogeneous beliefs | Conditional skewness | Market declines | Short sale restrictions | Theorie | Theory | Leerverkauf | Short selling |
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