Distributional asymmetry of loadings on market co-moments

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2 Citeringar (Scopus)

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	Journal of International Financial Markets, Institutions & Money
Volym	21
Nummer	5
Sidor (från-till)	851-866
Antal sidor	16
DOI	https://doi.org/10.1016/j.intfin.2011.06.006
Status	Publicerad - 2011
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

Nyckelord

@article{e770de46fd194656a73418f759e821b2,

title = "Distributional asymmetry of loadings on market co-moments",

keywords = "511 Economics, KOTA2011",

author = "Kenneth H{\"o}gholm and Johan Knif and Gregory Koutmos and Seppo Pynn{\"o}nen",

year = "2011",

doi = "10.1016/j.intfin.2011.06.006",

language = "English",

volume = "21",

pages = "851--866",

journal = "Journal of International Financial Markets, Institutions \& Money",

issn = "1873-0612",

publisher = "Elsevier BV",

number = "5",

}

TY - JOUR

T1 - Distributional asymmetry of loadings on market co-moments

AU - Högholm, Kenneth

AU - Knif, Johan

AU - Koutmos, Gregory

AU - Pynnönen, Seppo

PY - 2011

Y1 - 2011

KW - 511 Economics

KW - KOTA2011

U2 - 10.1016/j.intfin.2011.06.006

DO - 10.1016/j.intfin.2011.06.006

M3 - Article

SN - 1873-0612

VL - 21

SP - 851

EP - 866

JO - Journal of International Financial Markets, Institutions & Money

JF - Journal of International Financial Markets, Institutions & Money

IS - 5

ER -