Journal article
Testing Asset Pricing Models With Coskewness
- Barone Adesi, Giovanni Institute of Finance, University of Lugano, Lugano, Switzerland
- Gagliardini, Patrick Institute of Finance, University of Lugano, Lugano, Switzerland
- Urga, Giovanni Faculty of Finance, Cass Business School, London, U.K.
- 2012-1-1
Published in:
- Journal of Business & Economic Statistics. - Informa UK Limited. - 2004, vol. 22, no. 4, p. 474-485
Statistics, Probability and Uncertainty
Economics and Econometrics
Statistics and Probability
Social Sciences (miscellaneous)
- Language
-
- English
- Open access status
- closed
- Identifiers
-
- DOI 10.1198/073500104000000244
- ISSN 0735-0015
- Persistent URL
- https://sonar.ch/global/documents/93019
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