Results 101 to 110 of about 88,950 (300)
Two Families of Kurtosis Measures
, 2003 Two families of kurtosis measures are defined as K1(b) = E[ab-|z|] and K2(b) = E[a(1 - |z|b)] where z denotes the standardized variable and a is a normalizing constant chosen such that the kurtosis is equal to 3 for normal distributions.
Seier, Edith, Bonett, Douglas
core +1 more source
A Note on Skewness and Kurtosis
The Annals of Mathematical Statistics, 1944 Not ...
openaire +3 more sources
Business Strategy and the Environment, EarlyView.ABSTRACT Despite the global emphasis on simultaneous achievement of higher growth and lower pollution (green growth), the dynamic link between eco‐innovation and CO2 emissions remains inadequately understood globally and specifically in Africa, with a complex and diverse institutional and regulatory landscape.
Idorenyin J. Okon +2 more
wiley +1 more source
Forecasting the Unconditional and Conditional Kurtosis of the Asset Returns Distribution
, 2009 This paper analyzes the out-of-sample ability of di¤erent parametric and semi- parametric GARCH-type models to forecast the conditional variance and the condi- tional and unconditional kurtosis of three types of financial assets (stock index, ex- change
Rubia, A., Perote, J., Ñíguez, T.M.
core
Business Strategy and the Environment, EarlyView.ABSTRACT Achieving green transition has become an essential policy priority for which economies need to mobilize green finance, increase green innovation, and promote trade in environmentally sustainable goods and services. However, the effectiveness of policies for enhanced green development depends not only on their design but also on their ...
Sami Ur Rahman +3 more
wiley +1 more source
The Lambert-Topp-Leone distribution: an alternative for modeling proportion and lifetime data
Frontiers in Applied Mathematics and StatisticsThis article discusses the Lambert-Topp-Leone distribution as a flexible alternative for modeling proportion and lifetime data. By extending the Topp-Leone distribution, the proposed model offers greater flexibility in terms of skewness and kurtosis ...
Juan M. Astorga, Yuri A. Iriarte
doaj +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the drivers of biodiversity disclosure and the interplay between firm strategies and national institutions in shaping transparency. Using a global panel of 4703 firms across 40 economies from 2013 to 2022, we integrate differentiation, signalling and institutional perspectives to explain variation in reporting behaviour ...
Chi Chen +2 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Small cultural museums play an important role in sustaining local heritage, community identity and inclusive cultural participation, yet they face persistent financial and organisational constraints. This study examines how financial sustainability is achieved and maintained in three small cultural museums through a qualitative‐led mixed ...
Joseph Gerald Bourke +3 more
wiley +1 more source
Non-Extensitivity versus informative moments for financial models: a unifying framework and empirical results [PDF]
Information-theoretic approaches still play a minor role in financial market analysis. Nonetheless, there have been two very similar approaches evolving during the last years, one in so-called econophysics and the other in econometrics.
Herrmann, Klaus
core
The L-distribution and skew generalizations [PDF]
Leptokurtic or platykurtic distributions can, for example, be generated by applying certain non-linear transformations to a Gaussian random variable. Within this work we focus on the class of so-called power transformations which are determined by their ...
Fischer, Matthias J.
core +2 more sources