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Priced risk and asymmetric volatility in the cross section of skewness - MaRDI portal

Priced risk and asymmetric volatility in the cross section of skewness (Q2451808)

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scientific article
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English
Priced risk and asymmetric volatility in the cross section of skewness
scientific article

    Statements

    title
    Priced risk and asymmetric volatility in the cross section of skewness (English)
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    author
    Abhishek Mistry
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    Robert F. Engle
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    publication date
    4 June 2014
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    describes a project that uses
    Stata
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    hreg
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    Identifiers

    zbMATH DE Number
    6300680
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    OpenAlex ID
    W3122238492
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