Priced risk and asymmetric volatility in the cross section of skewness (Q2451808): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q291619 |
||
| Property / author | |||
| Property / author: Robert F. Engle / rank | |||
Revision as of 18:41, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Priced risk and asymmetric volatility in the cross section of skewness |
scientific article |
Statements
Priced risk and asymmetric volatility in the cross section of skewness (English)
0 references
4 June 2014
0 references
