Note On Simple And Logarithmic Return
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DOI: 10.22004/ag.econ.265595
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References listed on IDEAS
- Carlo Acerbi & Dirk Tasche, 2002.
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Cited by:
- Mora-Valencia, Andrés & Rodríguez-Raga, Santiago & Vanegas, Esteban, 2021. "Skew index: Descriptive analysis, predictive power, and short-term forecast," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
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