Results 271 to 280 of about 531,541 (320)

On formulations of skew factor models: Skew factors and/or skew errors

Statistics & Probability Letters, 2021
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Lee, S.X., McLachlan, G.J.
openaire   +2 more sources

Skew deviation

Klinische Monatsblätter für Augenheilkunde, 1998
Skew deviation is a vertical ocular misalignment of prenuclear origin. Although well described in the literature, it is still probably underdiagnosed. Natural history of skew deviation is not well described in the literature.To describe the clinical presentations, etiologies and follow-up of skew deviation.Retrospective study of 29 patients diagnosed ...
F X, Borruat, F, Gianoli, P, Maeder, J, Bogousslavsky   +3 more
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Skew Deviation

Journal of Binocular Vision and Ocular Motility, 2022
Ocular skew deviation is an acute vertical misalignment resulting from the disruption of vestibular input to the interstitial nucleus of Cajal, involving the utriculo-ocular pathway, the cerebellum or the thalamus. A large percentage of skew cases associated with globe torsion and head tilt have complex or sinister etiologies, necessitating its ...
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SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW

International Journal of Theoretical and Applied Finance, 2018
We introduce skewed Lévy models, characterized by a symmetric jump measure multiplied by a damping exponential factor. These models exhibit a clear implied volatility pattern, where the damping parameter controls the implied volatility curve’s skew, resulting in a measure of the model’s skewness.
Olivera, Federico de, Fajardo, José, Mordecki, Ernesto   +2 more
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Measuring Skewness Premia

Journal of Financial Economics, 2018
We provide a new methodology to empirically investigate the respective roles of systematic and idiosyncratic skewness in explaining expected stock returns.
Hugues Langlois
semanticscholar   +1 more source

Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter

International Journal of Managerial Finance, 2010
PurposeRecent literature discusses the persistence of skewness and tail risk in hedge fund returns. The aim of this paper is to suggest an alternative skewness measure, Azzalini's skewness parameter delta, which is derived as the normalized shape parameter from the skew‐normal distribution.
ROSSELLO, ANTONINO DAMIANO, FARINELLI S, ELING M, TIBILETTI L.   +3 more
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Stock Return Asymmetry: Beyond Skewness

Journal of Financial and Quantitative Analysis, 2018
In this article, we propose two asymmetry measures for stock returns. Unlike the popular skewness measure, our measures are based on the distribution function of the data rather than just the third central moment.
Lei Jiang, Ke Wu, Guofu Zhou, Yifeng Zhu
semanticscholar   +1 more source

Skew and Skew-Hermitian Transformations

1978
Let E be an n-dimensional inner product space see Section 1.25 and denote the inner product by (,). It determines a linear isomorphism σ $$\sigma :E\xrightarrow{ \cong }E*$$ via $$ \left\langle {\sigma x,y} \right\rangle = (x,y){\text{ }}x,y \in E. $$
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Skew deviation

Neurology, 1964
J L, SMITH, N J, DAVID, G, KLINTWORTH
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Measures of multivariate skewness and kurtosis with applications

, 1970
K. Mardia
semanticscholar   +1 more source