𝔖 Bobbio Scriptorium
✦   LIBER   ✦

An analysis of skewness and skewness persistence in three emerging markets

✍ Scribed by C.J. Adcock; K. Shutes


Book ID
116445605
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
238 KB
Volume
6
Category
Article
ISSN
1566-0141

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The economic significance of conditional
✍ Ranjini Jha; Madhu Kalimipalli πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 279 KB πŸ‘ 2 views

## Abstract This study examines whether conditional skewness forecasts of the underlying asset returns can be used to trade profitably in the index options market. The results indicate that a more general skewness‐based option‐pricing model can generate better trading performance for strip and stra