"Pricing Kernels with Stochastic Skewness and Volatility Risk."

Fousseni Chabi-Yo (2012)

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DOI: 10.1287/MNSC.1110.1424

access: closed

type: Journal Article

metadata version: 2020-06-30

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Fousseni Chabi-Yo:
Pricing Kernels with Stochastic Skewness and Volatility Risk. Manag. Sci. 58(3): 624-640 (2012)

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