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Conditional coskewness and asset pricing

✍ Scribed by Daniel R. Smith

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing Asset Pricing Models with Coskew

✍ Giovanni Barone Adesi, Patrick Gagliardini and Giovanni Urga 📂 Article 📅 2004 🏛 American Statistical Association 🌐 English ⚖ 505 KB

The robustness of asset pricing models:

✍ Masakazu Ando; Jiro Hodoshima 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 134 KB

Conditional Skewness in Asset Pricing Te

✍ Campbell R. Harvey; Akhtar Siddique 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 445 KB

Efficient Estimation of Conditional Asse

✍ Douglas J. Hodgson and Keith P. Vorkink 📂 Article 📅 2003 🏛 American Statistical Association 🌐 English ⚖ 575 KB

Estimation and Evaluation of Conditional

✍ STEFAN NAGEL; KENNETH J. SINGLETON 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 567 KB

Conditional multifactor asset pricing mo

✍ Ranjan Dash, Saumya; Mahakud, Jitendra 📂 Article 📅 2013 🏛 Emerald (MCB UP ) 🌐 English ⚖ 151 KB