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Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities / by Gabriel Perez-Quiros and Allan Timmermann.
Lippincott Library HG4661 .P47 2000
Available
- Format:
- Book
- Author/Creator:
- Perez-Quiros, Gabriel, 1966-
- Series:
- LSE Financial Markets Group discussion paper series 0956-8549 ; no. 360.
- LSE Financial Markets Group discussion paper series, 0956-8549 ; no. 360
- Language:
- English
- Subjects (All):
- Stocks--Econometric models.
- Stocks.
- Risk management--Econometric models.
- Risk management.
- Business cycles--Econometric models.
- Business cycles.
- Physical Description:
- 25, 2 pages : illustrations ; 21 cm.
- Place of Publication:
- London : Financial Markets Group, London School of Economics, [2000]
- Notes:
- Includes bibliographical references.
- "October 2000."
- OCLC:
- 46698350
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