Skewness Term-Structure Tests
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DOI: 10.1080/1350486X.2017.1310624
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- Thorsten Lehnert & Yuehao Lin, 2014. "Skewness Term Structure Tests," LSF Research Working Paper Series 14-08, Luxembourg School of Finance, University of Luxembourg.
References listed on IDEAS
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More about this item
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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