Travail de recherche/Working paper
| Titre: |
|
| 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 |
