Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?

Autor:	Jiménez, Inés, Mora-Valencia, Andrés, Perote, Javier
Zdroj:	In Finance Research Letters October 2022 49
Databáze:	ScienceDirect
Externí odkaz:	Zobrazit plný text záznamu Full Text from ScienceDirect