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Modelling Emerging Market Risk Premia Using Higher Moments Author info | Abstract | Publisher info | Download info | Related research | Statistics Stephen Satchell
Soosung Hwang
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Paper provided by Warwick Business School, Financial Econometrics Research Centre in its series Working Papers with number
wp99-17.
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Date of creation: 1999Date of revision:
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A. Sancetta & Satchell, S.E., 2002.
"New Test Statistics for Market Timing with Application to Emerging markets ,"
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0222, Faculty of Economics, University of Cambridge.
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Jondeau, E. & Rockinger, M., 2000.
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