Forecasting asymmetries in aggregate stock market returns: Evidence from conditional skewness

Journal of Empirical Finance - Tập 12 - Trang 666-685 - 2005
C. James Hueng1, James B. McDonald2
1Department of Economics, Western Michigan University, Kalamazoo, MI 49008-5330, United States
2Brigham Young University, United States

Tài liệu tham khảo

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