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~institution:"Econometric Society"
~institution:"London School of Economics (LSE)"
~subject:"Asymmetries"
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THREE-POINT VOLATILITY SMILE C...
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Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional
Skewness
Tay, Anthony S.
;
Hashmi, Aamir R.
-
Econometric Society
-
2004
conditional heteroskedasticity and time-varying conditional
skewness
, and permit mean, variance and
skewness
spillovers to be … about regional countries increases
skewness
spillovers …
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