On the predictive ability of conditional market skewness
Gregorio Serna
| Year of publication: |
2023
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| Authors: | Serna, Gregorio |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 91.2023, p. 186-191
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| Subject: | Conditional skewness | Conditional variance | Market return predictions | Sample skewness | Sample variance | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Theorie | Theory | ARCH-Modell | ARCH model | Varianzanalyse | Analysis of variance | Statistische Verteilung | Statistical distribution | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2022.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014461560