Skewness In Individual Stocks At Different Frequencies
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References listed on IDEAS
- Corrado, Charles J & Su, Tie, 1996.
"Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices,"
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More about this item
KeywordsDiversificación; simetría. Diversification; skewness; symmetry.;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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