Time-varying conditional skewness and the market risk premium

Authors
Harvey, CR Siddique, A
Citation
Cr. Harvey et A. Siddique, Time-varying conditional skewness and the market risk premium, RES BANK F, 1, 2000, pp. 27-59
Categorie Soggetti
Current Book Contents
Journal title
RESEARCH IN BANKING AND FINANCE, VOL 1 → ACNP
ISSN journal
15677915
Volume
1
Year of publication
2000
Pages
27 - 59
Database
ISI
SICI code
1567-7915(2000)1:<27:TCSATM>2.0.ZU;2-3