Athenaeum University


Double Blind Review Evaluation

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ISSN-L 2065 - 8168
ISSN (e) 2068 - 2077
ISSN (p) 2065 - 8168

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Giuseppe Garibaldi No. 2A
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secretariat@univath.ro

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  1. 1. SKEWNESS AND COSKEWNESS DYNAMICS FOR THE ROMANIAN STOCK MARKET — 05 January 2016

    Authors:   • Senior Researcher, PhD. Radu LUPU, email: radulupu.ase@gmail.com, Afiliation: Institute for Economic Forecasting  • Senior Researcher, PhD. Adrian Cantemir CĂLIN, email: cantemircalin@ipe.ro, Afiliation: Institute for Economic Forecasting
    Abstract:  We are using a conditional skewness and coskewness model for the log-returns on the most liquid Romanian stocks in order to identify the indi

    No 40 - December 2015 > SKEWNESS AND COSKEWNESS DYNAMICS FOR THE ROMANIAN STOCK MARKET