Distributional asymmetry of loadings on market co-moments

Kenneth Högholm, Johan Knif, Gregory Koutmos, Seppo Pynnönen

Research output: Contribution to journalArticleScientificpeer-review

2 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalJournal of International Financial Markets, Institutions & Money
Volume21
Issue number5
Pages (from-to)851-866
Number of pages16
DOIs
Publication statusPublished - 2011
MoE publication typeA1 Journal article - refereed

Keywords

  • 511 Economics
  • KOTA2011

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