مرکز منطقه ای اطلاع رساني علوم و فناوري - Forecasting asymmetries in aggregate stock market returns: Evidence from conditional skewness

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 :

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 :