Is co-skewness a better measure of risk in the downside than downside beta? Evidence in emerging market data

Chong-En Bai (Editor), Don Upatissa Asoka Galagedera, Yongmiao Hong (Editor), Robert Darren Brooks, David Li (Editor)

Research output: Contribution to conferenceOtherOther

Original languageEnglish
Pages1 - 43
Number of pages43
Publication statusPublished - 2006
EventFar Eastern Meeting of the Econometric Society (FEMES) - Tsinghua University, Beijing China, Beijing China
Duration: 9 Jul 200612 Jul 2006

Conference

ConferenceFar Eastern Meeting of the Econometric Society (FEMES)
CityBeijing China
Period9/07/0612/07/06

Cite this

Bai, C-E. (Ed.), Galagedera, D. U. A., Hong, Y. (Ed.), Brooks, R. D., & Li, D. (Ed.) (2006). Is co-skewness a better measure of risk in the downside than downside beta? Evidence in emerging market data. 1 - 43. Far Eastern Meeting of the Econometric Society (FEMES), Beijing China, .
Bai, Chong-En (Editor) ; Galagedera, Don Upatissa Asoka ; Hong, Yongmiao (Editor) ; Brooks, Robert Darren ; Li, David (Editor). / Is co-skewness a better measure of risk in the downside than downside beta? Evidence in emerging market data. Far Eastern Meeting of the Econometric Society (FEMES), Beijing China, .43 p.
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year = "2006",
language = "English",
pages = "1 -- 43",
note = "Far Eastern Meeting of the Econometric Society (FEMES) ; Conference date: 09-07-2006 Through 12-07-2006",

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Bai, C-E (ed.), Galagedera, DUA, Hong, Y (ed.), Brooks, RD & Li, D (ed.) 2006, 'Is co-skewness a better measure of risk in the downside than downside beta? Evidence in emerging market data' Far Eastern Meeting of the Econometric Society (FEMES), Beijing China, 9/07/06 - 12/07/06, pp. 1 - 43.

Is co-skewness a better measure of risk in the downside than downside beta? Evidence in emerging market data. / Bai, Chong-En (Editor); Galagedera, Don Upatissa Asoka; Hong, Yongmiao (Editor); Brooks, Robert Darren; Li, David (Editor).

2006. 1 - 43 Far Eastern Meeting of the Econometric Society (FEMES), Beijing China, .

Research output: Contribution to conferenceOtherOther

TY - CONF

T1 - Is co-skewness a better measure of risk in the downside than downside beta? Evidence in emerging market data

AU - Galagedera, Don Upatissa Asoka

AU - Brooks, Robert Darren

A2 - Bai, Chong-En

A2 - Hong, Yongmiao

A2 - Li, David

PY - 2006

Y1 - 2006

M3 - Other

SP - 1

EP - 43

ER -

Bai C-E, (ed.), Galagedera DUA, Hong Y, (ed.), Brooks RD, Li D, (ed.). Is co-skewness a better measure of risk in the downside than downside beta? Evidence in emerging market data. 2006. Far Eastern Meeting of the Econometric Society (FEMES), Beijing China, .