Diego Amaya, Peter Christoffersen, Kris Jacobs and Aurelio Vasquez, authors of the new paper, “Does Realized Skewness Predict the Cross-Section of Equity Returns?”, examined higher moments of ...
This is a preview. Log in through your library . Abstract There is evidence of regularities in the skewness of asset returns reported in the literature. The literature, however, offers no adequate ...
This is a preview. Log in through your library . Abstract ABSTRACT Variability in daily wintertime [December–February (DJF)] 500-hPa heights on low [L: <(30 day)−1], intermediate [M: (6–30 day)−1], ...
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