Persistence and predictability of skewness in country equity market returns

Eric Lai, Robert Darren Brooks, Robert William Faff

    Research output: Contribution to journalArticleResearchpeer-review

    Original languageEnglish
    Pages (from-to)36 - 51
    Number of pages16
    JournalJournal of Quantitative Economics
    Volume1
    Issue number1
    Publication statusPublished - 2003

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