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Modelling emerging market risk premia using higher moments

Hwang, Soosung and Satchell, Stephen

Modelling emerging market risk premia using higher moments J6112 1999 - 1999 - 271-296 V. 4 Issue. 4

Subjects--Topical Terms:
Finance and Economics

Subjects--Index Terms: CAPM;Data generating process;Emerging markets;Higher moments;Kurtosis;Skewness;

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