Results 101 to 110 of about 23,045 (305)

Modelling multivariate skewness in financial returns: a SGARCH approach

, 2015
Skewness of financial time series is a relevant topic, due to its implications for portfolio theory and for statistical inference. In the univariate case, its default measure is the third cumulant of the standardized random variable.
G. De Luca, LOPERFIDO N., LOPERFIDO, NICOLA MARIA RINALDO, DE LUCA, GIOVANNI   +3 more
core   +1 more source

Environmental Disclosure Under Mandatory Regulation in EU Listed Companies: An Institutional Analysis

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines corporate environmental reporting practices among listed companies in the European Union during the period 2018–2022, within the context of the Non‐Financial Reporting Directive (NFRD). To this end, an Environmental Disclosure Index (EDI) is constructed based on qualitative reporting items, and panel‐data models are ...
Rosalva Pinto‐Braga, Pedro Lorca Fernández, Javier de Andrés Suárez   +2 more
wiley   +1 more source

Measures of multivariate skewness and kurtosis in high-dimensional framework

, 2014
Skewness and kurtosis characteristics of a multivariate p-dimensional distribution introduced by Mardia (1970) have been used in various testing procedures and demonstrated attractive asymptotic properties in large sample settings.
Pavlenko, Tetyana,, Sumikawa, T., Koizumi, K.   +2 more
core   +1 more source

From Eco‐Policy to Green Practice: Government Eco‐Initiatives, Managerial Attention and Frugal Green Innovation in Saudi Arabia

Business Strategy and the Environment, EarlyView.
ABSTRACT Considering the need for environmental sustainability and fulfillment of the needs of customers at the bottom of the pyramid, this study integrates the attention‐based view of organizations and situational leadership theory to examine the impact of government eco‐initiatives on frugal green innovation through managerial attention toward the ...
Qaisar Iqbal, Katarzyna Piwowar‐Sulej, Jim Andersén   +2 more
wiley   +1 more source

Are parametric models still useful to measure the market risk of bank securities holdings?

Borsa Istanbul Review
This paper estimates the daily market risk of Italian bank securities portfolios under different model assumptions, using granular data on all banks and exposures from 2008 to 2023.
Michele Leonardo Bianchi, Leonardo Del Vecchio, Federico Maria Stara   +2 more
doaj   +1 more source

Multivariate skewness and Kurtosis for singular distributions

, 1993
In multivariate analysis it is generally assumed that the observations are normally distributed. It was Mardia ([1] to [5]), who first introduced measures of multivariate skewness and kurtosis; these statistics are affine invariant and can be used for ...
Ardanuy Albajar, Ramón, Sánchez Santos, José Manuel   +1 more
core  

CEO Compensation and the ESG Activities of Compensation Peers

Business Strategy and the Environment, EarlyView.
ABSTRACT This study investigates the relationship between executive compensation at focal firms and the environmental, social, and governance (ESG) performance of compensation peer (CP) firms. Despite the growing integration of ESG metrics into executive compensation design, and the mandatory disclosure of CP groups, no prior research has examined ...
Jamshed Iqbal, Jukka Pellinen, Mohsin Riaz   +2 more
wiley   +1 more source

Definição do tamanho amostral usando simulação Monte Carlo para o teste de normalidade baseado em assimetria e curtose: I. Abordagem univariada Definition of the sample size by using Monte Carlo simulation for the normality test based on skewness and kurtosis coefficients: I. Univariate approach

Ciência e Agrotecnologia, 2003
Uma forma alternativa para verificar suposição de normalidade dos dados, refere-se à aplicação de testes baseados nos coeficiente de assimetria e curtose.
Andréa Cristiane dos Santos, Daniel Furtado Ferreira   +1 more
doaj   +1 more source

Shape mixtures of multivariate skew-normal distributions

Journal of Multivariate Analysis, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Arellano Valle, Reinaldo B., Genton, Marc G., Loschi, Rosangela H.   +2 more
openaire   +11 more sources

A Monte Carlo Comparison of Tests for Multivariate Normality Based on Multivariate Skewness and Kurtosis.

, 1990
The assumption of multivariate normality (MVN) underlies many common parametric multivariate statistical procedures, and numerous tests have been defined for testing the assumption.
Horswell, Ronald Larry
core   +2 more sources