Skewness of Return Distribution and Coefficient of Risk Premium
- 时间：0
- 分类：F832.5[经济管理—金融学] F275.4[经济管理—企业管理;经济管理—国民经济]
- 作者机构：[1]School of Economics and Management, Changsha University of Science and Technology, Changsha 410076,China., [2]School of Economics and Management, Changsha University of Science and Technology, Changsha 410076,China, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China.
- 相关基金：This research is supported by China Natural Science Foundation （70701035） 70425004, and 70221001）, Hunan Natural Science Foundation （09JJ1010）, and the Key Research Institute of Philosophies and Social Sciences in Hunan Universities.
- 相关项目：决策理论与技术
关键词：
市场风险, 收益分配, 水, 证券价格, 世界市场, GARCH, 系数估计, 综合指数, Coefficient of risk premium, return distribution, robust skewness, speculation.
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