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.
Revista:
Finance Research Letters

ISSN: 1544-6123

Ano de publicación: 2022

Volume: 49

Tipo: Artigo

DOI: 10.1016/J.FRL.2022.103105 GOOGLE SCHOLAR lock_openAcceso aberto editor
Fonte de datos: Scopus