Asymmetry, tail risk and time series momentum
Autor: | Liu, Zhenya, Lu, Shanglin, Wang, Shixuan |
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Zdroj: | In International Review of Financial Analysis November 2021 78 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Liu, Zhenya, Lu, Shanglin, Wang, Shixuan |
---|---|
Zdroj: | In International Review of Financial Analysis November 2021 78 |
Databáze: | ScienceDirect |
Externí odkaz: |