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

  1. Jiménez, I.
  2. Mora-Valencia, A.
  3. Perote, J.
Journal:
Finance Research Letters

ISSN: 1544-6123

Year of publication: 2022

Volume: 49

Type: Article

DOI: 10.1016/J.FRL.2022.103105 GOOGLE SCHOLAR lock_openOpen access editor