@article{a48de820ac8a11dc9bb5000ea68e967b,
title = "Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics: International evidence",
abstract = "Udgivelsesdato: fall",
keywords = "udenforomr{\aa}de, asset pricing, aktieudbytte, afkast",
author = "Christoffersen, \{Peter F.\} and Diebold, \{Francis X.\} and Mariano, \{Roberto S.\} and Tay, \{Anthony S.\} and Tse, \{Yiu Kuen\}",
note = "L{\o}benr. 071887",
year = "2007",
language = "English",
volume = "1",
pages = "1--22",
journal = "Journal of Financial Forecasting",
issn = "1753-9552",
number = "2",
}