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Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?

Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?

Amaya, Diego; Christoffersen, Peter; Jacobs, Kris; Vasquez, Aurelio
  • 期刊名称SSRN Electronic Journal
  • 作者Amaya, Diego; Christoffersen, Peter; Jacobs, Kris; Vasquez, Aurelio
  • 电子ISSN1556-5068
  • 文件大小595.54KB
  • 发表时间2011
  • DOI10.2139/ssrn.1898735
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