Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects

✍ Scribed by Soosung Hwang; Christian S Pedersen

• Book ID: 116445571
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 501 KB
• Volume: 5
• Category: Article
• ISSN: 1566-0141
• DOI: 10.1016/j.ememar.2003.12.004