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Search: subject:"Realized kurtosis"
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Capital income
5
Kapitaleinkommen
5
Realized kurtosis
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Realized skewness
3
Statistical distribution
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Joint cumulants
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Länderrisiko
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Method of moments
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Portfolio selection
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Realized coskewness
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Bae, Kwangil
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Brooks, Robert
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Lee, Soonhee
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Lucey, Brian M.
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Muhammad Shafiullah
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Sirimon Treepongkaruna
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Wu, Eliza
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ECONIS (ZBW)
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1
Deciphering asymmetric spillovers in US industries : insights from higher-order moments
Muhammad Shafiullah
;
Senthilkumar, Arunachalam
;
Lucey, …
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10015053386
Saved in:
2
Realized higher moments and trading activity
Yuan, Shu-Fang
- In:
Review of quantitative finance and accounting
62
(
2024
)
3
,
pp. 971-1005
Persistent link: https://www.econbiz.de/10014503204
Saved in:
3
Does the realized distribution-based measure dominate particular moments? : evidence from cryptocurrency markets
Yang, Jen-Wei
;
Chiu, Shih-Yung
;
Yen, Kuang-Chieh
- In:
Finance research letters
51
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014287045
Saved in:
4
Realized higher-order comoments
Bae, Kwangil
;
Lee, Soonhee
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 421-429
Persistent link: https://www.econbiz.de/10012483831
Saved in:
5
A lottery-preference-based explanation of
realized
kurtosis
puzzle in Chinese stock market
Chen, Guojin
;
Ding, Jie
;
Zhao, Xiangqin
- In:
Applied economics
51
(
2019
)
50
,
pp. 5466-5481
Persistent link: https://www.econbiz.de/10012197244
Saved in:
6
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
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