Results 281 to 290 of about 23,045 (305)

Skewness-based market integration: A systemic risk measure across international equity markets

International Review of Financial Analysis, 2021
Zhihong Jian, Xupei Li
exaly  

Measuring skewness premia

Journal of Financial Economics, 2020
Hugues Langlois
exaly  

Co-skewness and expected return: Evidence from international stock markets

Journal of International Financial Markets, Institutions and Money, 2022
Hung Wan Kot, Keith S K Lam
exaly  

Multivariate skew Laplace normal distribution for modeling skewness and heavy-tailedness in multivariate data sets

Statistics and Its Interface, 2022
Fatma Zehra Doğru, Olcay Arslan
openaire   +1 more source

General multivariate skewing mechanisms

2008
info:eu-repo/semantics ...
openaire   +2 more sources

Smooth test for multivariate skew-elliptical distributions

Proceedings of the 2023 7th International Conference on Advances in Image Processing, 2023
Yan Su 0005, Yue Wu 0031
openaire   +1 more source

Performance Analysis of Skewness Methods for Asymmetry Detection in High Impedance Faults

IEEE Transactions on Power Systems, 2020
Cagil Ozansoy
exaly  

Initial Public Offerings as Lotteries: Skewness Preference and First-Day Returns

Management Science, 2012
T Clifton Green, Byoung-Hyoun Hwang
exaly  

Multivariate Measures of Skewness and Kurtosis

2022
openaire   +1 more source

On more robust estimation of skewness and kurtosis

Finance Research Letters, 2004
Tae‑Hwan Kim, Halbert White
exaly