Does Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?
- 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314.24KB
- 发表时间2011
- DOI10.2139/ssrn.1785736
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