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Search: subject:"skewed generalized T distribution"
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Capital income
6
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5
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Skewed generalized t distribution
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Changchien, Chang-Cheng
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Guo, Haifeng
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Hung, Jui-cheng
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Journal of empirical finance
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Central European journal of operations research
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ECONIS (ZBW)
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The dynamic impacts of skewness on the risk-return relationship in the dry bulk spot freight rates and FFAs
Sun, Xiaolin
;
Ma, Jun
;
Guo, Haifeng
;
Liu, Hailong
- In:
Applied economics
55
(
2023
)
18
,
pp. 1991-2004
Persistent link: https://www.econbiz.de/10014294827
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2
Empirical distribution of daily stock returns of selected developing and emerging markets with application to financial risk management
Pekár, Juraj
;
Pčolár, Mário
- In:
Central European journal of operations research
30
(
2022
)
2
,
pp. 699-731
Persistent link: https://www.econbiz.de/10013185423
Saved in:
3
Asymmetric response of public utility stock returns volatility to up and down markets and deregulation
Michelfelder, Richard A.
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 576-598
Persistent link: https://www.econbiz.de/10011968724
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4
Return distribution, leverage effect and spot-futures spread on the hedging effectiveness
Kao, Wei-Shun
;
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
; …
- In:
Finance research letters
22
(
2017
),
pp. 158-162
Persistent link: https://www.econbiz.de/10011808125
Saved in:
5
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
6
High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
Saved in:
7
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
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