Travail de recherche/Working paper
Titre: |
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Auteur: | Lambert, Philippe; Laurent, Sébastien |
Statut de publication: | Publié, 2008 |
series: | ECARES Working papers, 2008_009 |
Sujet CREF: | Economie |
Sujet JEL: | Multiple or Simultaneous Equation Models: Time-Series Models |
Information and Market Efficiency; Event Studies | |
Financial Markets and the Macroeconomy | |
Volumes/pages: | 29 p. |
Mots-clés: | Conditional skewness |
asymmetry | |
residuals | |
Langue: | Anglais |
Identificateurs: | RePEc:eca:wpaper:2008_009 |