Results 131 to 140 of about 72,082 (280)
Bias-reduced estimates for skewness, kurtosis, L-skewness and L-kurtosis
Estimates based on L-moments are less non-robust than estimates based on ordinary moments because the former are linear combinations of order statistics for all orders, whereas the later take increasing powers of deviations from the mean as the order ...
Nadarajah, Saralees; id_orcid +3 more
core +1 more source
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
ABSTRACT Large companies have a long track record of environmental, social, and governance (ESG) initiatives, whereas many small and medium‐sized enterprises (SMEs) lag in adopting sustainability‐related practices, often acting voluntarily or in response to stakeholder pressures and incentives.
Vivien Csapi +4 more
wiley +1 more source
Towards a Common European Monetary Union Risk Free Rate [PDF]
A common European bond would yield a common European Monetary Union risk free rate. We present tentative estimates of this common risk free for the European Monetary Union countries from 2004 to 2009 using variables motivated by a theoretical portfolio ...
Sergio Mayordomo +2 more
core
ABSTRACT This study examines the intricate and asymmetric relationship between corporate greenhouse gas emission disclosure and stock returns and crash risks, focusing on listed firms in six Commonwealth African countries characterized by regulatory fragility, limited investor protection, and growing climate vulnerability.
Idorenyin J. Okon +2 more
wiley +1 more source
Mean, standard deviation, item discrimination, kurtosis, skewness and reliability for the ten items of the Duesseldorf Orthorexia Scale (DOS-ES).
María Dolores Onieva-Zafra (4752681) +3 more
core +1 more source
ABSTRACT This study aims to enhance academic understanding of the factors influencing the disclosure practices of climate change among European utility companies, specifically in the context of their sustainability reporting. The primary objective is to explore, through a multi‐theoretical framework, the governance drivers that significantly affect the
Cristina Boţa‐Avram +2 more
wiley +1 more source
Blind adaptive asynchronous CDMA multiuser detector using prediction least mean kurtosis algorithm
In this paper, a new blind adaptive multiuser detector, which is termed prediction least mean kurtosis (PLMK) algorithm, is proposed for joint MAI and narrowband interference (NBI) suppression in asynchronous CDMA systems.
Wang, Kunjie, Bar-Ness, Yeheskel
core
MK-curve - Characterizing the relation between mean kurtosis and alterations in the diffusion MRI signal. [PDF]
Zhang F +3 more
europepmc +1 more source
ABSTRACT In the discourse on environmental sustainability and energy security, energy management is an inevitable policy issue that requires research‐based solutions. Based on this, the present study contributes by examining the impact of environmental, social, and governance (ESG) uncertainty on energy consumption patterns in the USA from 2002 to 2024.
Naif Alsagr +2 more
wiley +1 more source

