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 conferenceOther

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