• Title of article

    Forecasting asymmetries in aggregate stock market returns: Evidence from conditional skewness

  • Author/Authors

    C. James Hueng، نويسنده , , James B. McDonald، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 2005
  • Pages
    20
  • From page
    666
  • To page
    685
  • Keywords
    Autoregressive conditional density models , Asymmetry , Differences of opinion , Skewed-t distribution
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    2005
  • Journal title
    Journal of Empirical Finance
  • Record number

    130817

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130817