Does Realized Skewness Predict the Cross-Section of Equity Returns?
- 期刊名称Journal of Financial Economics
- 作者Amaya, Diego; Christoffersen, Peter; Jacobs, Kris; Vasquez, Aurelio
- 印刷ISSN0304-405X
- 文件大小984.84KB
- 发表时间2015-7
- DOI10.1016/j.jfineco.2015.02.009
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