Fenghua Wen, Jinli Xiao, Zhifeng Liu, Zhifeng Dai, Xiaoguang Yang. The Time-varying Risk Premium Coefficient and the Conditional Skewness. In Lean Yu, Guoxing Zhang, Shouyang Wang, editors, Fifth International Conference on Business Intelligence and Financial Engineering, BIFE 2012, Lanzhou, Gansu, China, August 18-21, 2012. pages 224-228, IEEE, 2012. [doi]
Abstract is missing.