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 conference › Other

Original language	English
Pages	1 - 43
Number of pages	43
Publication status	Published - 2006
Event	Far Eastern Meeting of the Econometric Society (FEMES) - Tsinghua University, Beijing China, Beijing China Duration: 9 Jul 2006 → 12 Jul 2006

Conference	Far Eastern Meeting of the Econometric Society (FEMES)
City	Beijing China
Period	9/07/06 → 12/07/06

Cite this

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

author = "Chong-En Bai and Galagedera, {Don Upatissa Asoka} and Yongmiao Hong and Brooks, {Robert Darren} and David Li",

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",

}

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

T2 - Far Eastern Meeting of the Econometric Society (FEMES)

Y2 - 9 July 2006 through 12 July 2006

ER -