大宗商品收益可预测性:来自隐含方差、偏度及其风险溢价的证据

Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆

Journal of International Financial Markets, Institutions and Money · 2022
被引 4
ABS 3
金融经济学大宗商品资产定价波动率风险溢价偏度