Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence
Year of publication: |
[2007]
|
---|---|
Authors: | Christoffersen, Peter |
Other Persons: | Diebold, Francis X. (contributor) ; Mariano, Roberto S. (contributor) ; Tay, Anthony S. (contributor) ; Tse, Yiu Kuen (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Series: | PIER Working Paper ; No. 06-016 |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2006 erstellt |
Other identifiers: | 10.2139/ssrn.908317 [DOI] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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