Skewness and index futures return
Journal article

Skewness and index futures return

  • Jondeau, Eric Faculty of Business and Economics (HEC Lausanne), Swiss Finance Institute University of Lausanne Lausanne Switzerland
  • Wang, Xuewu School of Business Quinnipiac University Hamden Connecticut
  • Yan, Zhipeng Martin Tuchman School of Management New Jersey Institute of Technology Newark New York
  • Zhang, Qunzi ORCID School of Economics Shandong University Jinan China
Show more…
  • 2020-3-12
Published in:
  • Journal of Futures Markets. - Wiley. - 2020, vol. 40, no. 11, p. 1648-1664
Language
  • English
Open access status
closed
Identifiers
Persistent URL
https://sonar.ch/global/documents/84599
Statistics

Document views: 8 File downloads: