Skewness and asymmetry in futures returns and volumes
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/09603100601007156
Reference27 articles.
1. SKEWNESS AND KURTOSIS IN JAPANESE EQUITY RETURNS: EMPIRICAL EVIDENCE
2. REGULARITIES IN THE VARIATION OF SKEWNESS IN ASSET RETURNS
3. Portfolio Efficiency Analysis in Three Moments: The Multiperiod Case
4. A Simplified Jump Process for Common Stock Returns
5. An investigation of the unconditional distribution of South African stock index returns
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