Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence.
Jian YangYinggang ZhouZijun WangPublished in: Manag. Sci. (2010)
Keyphrases
- stock market
- stock price
- financial markets
- option pricing
- stock data
- non stationary
- empirical evidence
- market prices
- dynamic time warping
- stock trading
- short term
- empirical data
- financial time series
- evidential reasoning
- trading strategies
- stock market data
- stock exchange
- electronic commerce
- conditional logic
- financial data
- periodic patterns
- multivariate time series
- historical data
- multi attribute
- business models
- conditional probabilities
- news articles