Predicted Systematic and Idiosyncratic Skewness: New Evidence from Pricing the Third Moment of Stock Return Distribution [PDF]
Journal of Asset Management and Financing, 2021 Lottery preferences cause investors’ tendency toward high skewed (third moment of return distribution) stocks. Such preferences differ based on various market conditions. In this study, using predicted systematic and idiosyncratic skewness ranks, pricing
Maryam Davallou, Amir Hossein Shamshiri
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The visual reaction time distribution in the tasks with different demands on information processing
Acta Gymnica, 2014 Background:Reaction tests are a part of the neuropsychological assessment of the individual. The design of these tests and selection of the appropriate measures of reaction time (RT) should come out from the distribution qualities of RTs.
Rudolf Psotta
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Detection of focal electroencephalogram signals using higher-order moments in EMD-TKEO domain
Healthcare Technology Letters, 2019 Detection of epileptogenic focus based on electroencephalogram (EEG) signal screening is an important pre-surgical step to remove affected regions inside the human brain.
Soumya Chatterjee
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Multivariate measures of skewness for the skew-normal distribution
Journal of Multivariate Analysis, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
BALAKRISHNAN N, SCARPA, BRUNO
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Ciência e Agrotecnologia, 2003 Realizou-se este trabalho com o objetivo de determinar um tamanho amostral ótimo para as estatísticas univariadas de assimetria e curtose (z1 e z2) que, neste caso, foram adaptadas para o caso multivariado, e as estatísticas multivariadas de assimetria e
Andréa Cristiane dos Santos +1 more
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Importance of the first thinning in young mixed Norway spruce and European beech stands
Journal of Forest Science, 2017 Experimental results from the first thinning in mixed stands are not broadly experienced by forestry practice. To extend the experience with the thinning of a mixed stand, we studied thinned and unthinned mixtures of Norway spruce with European beech on ...
Jiří NOVÁK +3 more
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Option pricing on sesame price using jump diffusion models [PDF]
International Journal of Research in Industrial Engineering, 2020 In this paper, we aim at developing a model for option pricing to reduce the risks associated with Ethiopian sesame price fluctuations. The White Humera Gondar Sesame Grade 3 (WHGS3) price, which is recorded from 5 November 2010 to 30 March 2018 at ...
T. Berhane +3 more
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Research Paper: A Numerical Generation of Gaussian and Non-Gaussian Isotropic/Anisotropic Rough Surfaces [PDF]
فیزیک کاربردی ایرانIn the present study, the computer simulation has been used to generate the (1+1) and (2+1) surfaces with two types of correlation function Gaussian and correlation function Exponential forms.
Zhaleh Ebrahiminejad
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Some Statistical Aspects of the Truncated Multivariate Skew-t Distribution
Mathematics, 2022 The multivariate skew-t distribution plays an important role in statistics since it combines skewness with heavy tails, a very common feature in real-world data.
Raúl Alejandro Morán-Vásquez +2 more
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Constructions of skew-tolerant and skew-detecting codes [PDF]
IEEE Transactions on Information Theory, 1993 Summary: Recently the paradigm of skew-tolerant parallel asynchronous communication was introduced, along with constructions for codes that can tolerate or detect skew. Some of these constructions were improved by the third author [Construction of \((t_ 1, t_ 2)\)-tolerant codes, Proc. Dilijan Conf; Sept. 1991].
Mario Blaum +2 more
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