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Forecasting crashes: trading volume, past returns, and conditional skewness in s
1 个回复 - 285 次查看【作者(必填)】 33 【文题(必填)】 Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices【年份(必填)】 333 【全文链接或数据库名称(选填)】https://www.sciencedir ...2023-8-24 23:37 - internet.hzx - 求助成功区

Is the renminbi a safe-haven currency? Evidence from conditional coskewness and
1 个回复 - 273 次查看【作者(必填)】 333 【文题(必填)】 Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis【年份(必填)】 333 【全文链接或数据库名称(选填)】https://www.sciencedir ...2023-8-25 00:59 - internet.hzx - 求助成功区

FORECASTING CRASHES: TRADING VOLUME, PAST RETURNS AND CONDITIONAL SKEWNESS IN
0 个回复 - 672 次查看 FORECASTING CRASHES: TRADING VOLUME, PAST RETURNS AND CONDITIONAL SKEWNESS IN STOCK PRICES Joseph Chen Harrison Hong Jeremy C. Stein Working Paper 7687 http://www.nber.org/papers/w7687 NATIONAL ...2020-6-3 11:07 - 2464_1576338390 - 论文版

Conditional volatility, skewness, and kurtosis: existence, persistence, and como
3 个回复 - 1065 次查看【作者(必填)】 23 【文题(必填)】 Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.c ...2020-2-24 01:55 - internet.hzx - 求助成功区

Which parametric model for conditional skewness?
3 个回复 - 921 次查看【作者(必填)】 Bruno Feunoua, Mohammad R. Jahan-Parvarb** 【文题(必填)】 Which parametric model for conditional skewness?【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.tandfonline. ...2015-12-4 13:20 - internet.hzx - 求助成功区

Autoregressive Conditional Skewness
2 个回复 - 733 次查看【作者(必填)】 Campbell R. Harvey and Akhtar Siddique 【文题(必填)】 Autoregressive Conditional Skewness 【年份(必填)】 1999 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/2676230?ori ...2015-12-6 23:51 - internet.hzx - 求助成功区

Conditional Skewness with Quantile Regression Models: SoFiE Presidential Address
1 个回复 - 669 次查看【作者(必填)】 Eric Ghysels 【文题(必填)】 Conditional Skewness with Quantile Regression Models: SoFiE Presidential Address and a Tribute to Hal White【年份(必填)】 2014 【全文链接或数据库名称(选 ...2017-9-8 01:04 - internet.hzx - 求助成功区

Which parametric model for conditional skewness?
2 个回复 - 579 次查看【作者(必填)】 osgd 【文题(必填)】 Which parametric model for conditional skewness?【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/1351847X.2013.87751 ...2017-9-2 18:53 - internet.hzx - 求助成功区

The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation
1 个回复 - 1761 次查看【作者(必填)】Simon Lalancette, Jean-Guy Simonato 【文题(必填)】The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation 【年份(必填)】2016 【全文链接或数据库名称(选填)】http: ...2017-6-23 11:54 - internet.hzx - 求助成功区

Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence
3 个回复 - 653 次查看【作者(必填)】 Jian Yang, Yinggang Zhou and Zijun Wang 【文题(必填)】 Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence【年份(必填)】 2010 【全文链接或数据库名称(选填)】http: ...2017-6-23 10:22 - internet.hzx - 求助成功区

Which parametric model for conditional skewness?
3 个回复 - 637 次查看【作者(必填)】Bruno FeunouBank of Canada, 234 Wellington St., Ottawa, ON, Canada K1A 0G9[/backcolor],Mohammad R. Jahan-Parvar[/backcolor] &Roméo Tédongap[/backcolor] 【文题(必填)】Which parametri ...2019-2-23 09:38 - hnhs100 - 求助成功区

Conditional skewness with quantile regression models: SoFiE Presidential Address
2 个回复 - 953 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】Conditional skewness with quantile regression models: SoFiE Presidential Address and a tribute to Hal WhiteE Ghysels ...2017-1-2 17:40 - 酱油哥哥 - 求助成功区

The role of autoregressive conditional skewness and kurtosis in the estimation o
4 个回复 - 604 次查看【作者(必填)】 Turan G. Balia, b, , , Hengyong Moc, 1, , Yi Tanga, 【文题(必填)】 The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR【年份(必填)】 20 ...2016-4-3 14:31 - internet.hzx - 求助成功区

The role of the SGT Density with Conditional Volatility, Skewness and
2 个回复 - 544 次查看【作者(必填)】 [*]Golf Ataboonwongse 【文题(必填)】 The role of the SGT Density with Conditional Volatility, Skewness and Kurtosis in the Estimation of VaR: A Case of the Stock Exchange of Thaila ...2016-4-3 14:21 - internet.hzx - 求助成功区

Conditional Skewness with Quantile Regression Models: SoFiE Presidential Address
3 个回复 - 727 次查看【作者(必填)】 somebody 【文题(必填)】 Conditional Skewness with Quantile Regression Models: SoFiE Presidential Address and a Tribute to Hal White 【年份(必填)】 2014 【全文链接或数据库名称(选填 ...2016-4-7 18:55 - internet.hzx - 求助成功区

A Stochastic Volatility Model With Conditional Skewness
3 个回复 - 964 次查看【作者(必填)】 Bruno Feunoua & Roméo Tédongapb 【文题(必填)】 A Stochastic Volatility Model With Conditional Skewness【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://amstat.tandfonline ...2015-12-4 12:58 - internet.hzx - 求助成功区

Shock-dependent conditional skewness in international aggregate stock markets
1 个回复 - 936 次查看【作者(必填)】 [*]Jing-yi Lai 【文题(必填)】 Shock-dependent conditional skewness in international aggregate stock markets【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://www.sciencedir ...2016-4-7 19:17 - internet.hzx - 求助成功区

A Stochastic Volatility Model With Conditional Skewness
2 个回复 - 594 次查看【作者(必填)】 Bruno Feunoua & Roméo Tédongapb 【文题(必填)】 A Stochastic Volatility Model With Conditional Skewness【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://amstat.tandfonline. ...2016-4-7 18:57 - internet.hzx - 求助成功区

CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS
1 个回复 - 656 次查看【作者(必填)】 [*]Prosper Dovonon* 【文题(必填)】 CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS 【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://online ...2016-4-7 18:48 - internet.hzx - 求助成功区

Conditional Skewness with Quantile Regression Models: SoFiE Presidential Address
2 个回复 - 795 次查看【作者(必填)】 [*]Eric Ghysels 【文题(必填)】 Conditional Skewness with Quantile Regression Models: SoFiE Presidential Address and a Tribute to Hal White【年份(必填)】 2014 【全文链接或数据库名 ...2015-12-7 15:20 - internet.hzx - 求助成功区

Which parametric model for conditional skewness?
3 个回复 - 968 次查看【作者(必填)】 Bruno Feunoua, Mohammad R. Jahan-Parvarb** & Roméo Tédongapc 【文题(必填)】 Which parametric model for conditional skewness?【年份(必填)】 2013 【全文链接或数据库名称(选填)】http ...2015-12-7 15:31 - internet.hzx - 求助成功区

The role of autoregressive conditional skewness and kurtosis in the estimation o
4 个回复 - 754 次查看【作者(必填)】 [*]Turan G. Balia, b, , , [*]Hengyong Moc, 1, , [*]Yi Tanga, 2, 【文题(必填)】 The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR【 ...2015-12-7 11:06 - internet.hzx - 求助成功区

Option valuation with conditional skewness
1 个回复 - 685 次查看【作者(必填)】 [*]Peter Christoffersena, , , [*]Steve Hestonb, , [*]Kris Jacobsa, 【文题(必填)】 Option valuation with conditional skewness【年份(必填)】 2006 【全文链接或数据库名称(选填)】h ...2015-12-10 23:24 - internet.hzx - 文献求助专区

Autoregressive Conditional Skewness
1 个回复 - 761 次查看【作者(必填)】 Campbell R. Harvey and Akhtar Siddique 【文题(必填)】 Autoregressive Conditional Skewness 【年份(必填)】 1999 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/2676230?ori ...2015-12-7 11:08 - internet.hzx - 文献求助专区

Autoregessive Conditional Volatility, Skewness and Kurtosis
1 个回复 - 964 次查看【作者(必填)】 [*]ángel Leóna, , , [*]Gonzalo Rubiob, [*]Gregorio Sernac 【文题(必填)】 Autoregessive Conditional Volatility, Skewness andKurtosis 【年份(必 ...2015-12-6 15:29 - internet.hzx - 求助成功区

Modeling Conditional Skewness in Stock Returns
2 个回复 - 926 次查看【作者(必填)】 Markku Lannea & Saikkonen Penttib 【文题(必填)】 Modeling Conditional Skewness in Stock Returns【年份(必填)】 2007 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs ...2015-12-4 12:53 - internet.hzx - 文献求助专区

Conditional skewness modelling for stock returns
1 个回复 - 869 次查看【作者(必填)】 Kurt Brännäsa & Niklas Nordmana 【文题(必填)】 Conditional skewness modelling for stock returns【年份(必填)】 2003 【全文链接或数据库名称(选填)】http://www.tandfonline.c ...2015-12-4 13:02 - internet.hzx - 文献求助专区

Conditional Skewness in Asset Pricing Tests
1 个回复 - 999 次查看【作者(必填)】 Campbell R. Harvey and Akhtar Siddique 【文题(必填)】 Conditional Skewness in Asset Pricing Tests 【年份(必填)】 2000 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/2 ...2015-12-4 12:37 - internet.hzx - 求助成功区

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