Modelling emerging market risk premia using higher moments

International Journal of Finance and Economics

Volumn 4, Issue 4, 1999, Pages 271-296

  Hwang, Soosung ^a   Satchell, Stephen E ^b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b TRINITY COLLEGE   (United Kingdom)

Author keywords

CAPM; Data generating process; Emerging markets; Higher moments; Kurtosis; Skewness

Indexed keywords

EID: 0013293273     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1158(199910)4:4<271::AID-IJFE110>3.0.CO;2-M     Document Type: Article

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