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~person:"Tay, Anthony S. A."
~subject:"Asset pricing"
~subject:"Risikoprämie"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Tay, Anthony S. A.
Christoffersen, Peter F.
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Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
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