Skewness in the conditional distribution of daily equity returns
Year of publication: |
2004
|
---|---|
Authors: | Harris, Richard D. F. ; Küçüközmen, C. Coskun ; Yilmaz, Fatih |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 3, p. 195-202
|
Subject: | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Aktienindex | Stock index |
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