Modelling skewness and elongation in financial returns : the case of exchanged-traded funds
Year of publication: |
2009
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Authors: | Jaggia, Sanjiv ; Kelly, Alison |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 19.2009, 16/18, p. 1305-1316
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Subject: | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Index | Index number | USA | United States |
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