On the predictive ability of conditional market skewness
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 | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Statistische Verteilung | Statistical distribution | Stichprobenerhebung | Sampling | ARCH-Modell | ARCH model | Varianzanalyse | Analysis of variance | Volatilität | Volatility |
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