Priced risk and asymmetric volatility in the cross section of skewness (Q2451808): Difference between revisions

@@ Property / author @@
-Robert F. Engle
@@ Property / author: Robert F. Engle / rank @@
-Normal rank
@@ Property / author @@
+Robert F. Engle
@@ Property / author: Robert F. Engle / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Stata
@@ Property / describes a project that uses: Stata / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+hreg
@@ Property / describes a project that uses: hreg / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2014.04.013
+Normal rank
@@ Property / OpenAlex ID @@
+W3122238492
@@ Property / OpenAlex ID: W3122238492 / rank @@
+Normal rank
@@ Property / cites work @@
+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
+Normal rank