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  • Search: subject:"SKEWNESS"
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Year of publication
Subject
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skewness 449 Skewness 426 Kapitaleinkommen 250 Capital income 249 Theorie 241 Theory 233 Statistische Verteilung 211 Statistical distribution 205 Volatility 186 Volatilität 167 kurtosis 163 Estimation 151 Schätzung 150 Börsenkurs 147 Share price 146 Kurtosis 137 Portfolio selection 133 Portfolio-Management 133 Risk 115 Risiko 111 CAPM 96 Forecasting model 89 Prognoseverfahren 89 Risk premium 72 Aktienmarkt 69 Risikoprämie 69 Stock market 69 ARCH-Modell 67 Anlageverhalten 65 ARCH model 64 Behavioural finance 64 statistics 62 Optionspreistheorie 58 equation 58 Option pricing theory 57 correlation 49 probability 48 standard deviation 46 Capital market returns 44 Kapitalmarktrendite 44
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Online availability
All
Free 625 Undetermined 607
Type of publication
All
Article 804 Book / Working Paper 597 Other 6
Type of publication (narrower categories)
All
Article in journal 497 Aufsatz in Zeitschrift 497 Working Paper 226 Arbeitspapier 142 Graue Literatur 142 Non-commercial literature 142 Article 26 Hochschulschrift 9 research-article 8 Aufsatz im Buch 6 Book section 6 Thesis 5 Conference paper 4 Konferenzbeitrag 4 Collection of articles of several authors 2 Sammelwerk 2 Conference Paper 1 Konferenzschrift 1 viewpoint 1
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Language
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English 928 Undetermined 466 German 5 French 3 Italian 2 Polish 1 Portuguese 1 Spanish 1
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Author
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Sentana, Enrique 16 Dertwinkel-Kalt, Markus 12 Lehnert, Thorsten 12 Fischer, Matthias J. 10 Kerstens, Kristiaan 10 Köster, Mats 10 Klein, Ingo 9 Busch, Christopher 8 Christoffersen, Peter F. 8 Diaz-Serrano, Luis 8 Ensthaler, Ludwig 8 Hartog, Joop 8 Jacobs, Kris 8 Nottmeyer, Olga 8 Weizsäcker, Georg 8 Briec, Walter 7 Christoffersen, Peter 7 Ebert, Sebastian 7 Jondeau, Eric 7 León, Ángel 7 Lin, Yuehao 7 Rockinger, Michael 7 Alexander, Carol 6 Amengual, Dante 6 Bougherara, Douadia 6 Friesen, Lana 6 Guner, Nezih 6 Gupta, Rangan 6 Guvenen, Fatih 6 Ilut, Cosmin 6 Jahan-Parvar, Mohammad R. 6 Kehrig, Matthias 6 Kulikova, Yuliya 6 Ludwig, Alexander 6 Mencía, Javier 6 Nauges, Céline 6 Ozkan, Serdar 6 Petrella, Ivan 6 Qiu, Jianying 6 Schneider, Martin 6
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Institution
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International Monetary Fund (IMF) 63 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 25 C.E.P.R. Discussion Papers 12 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 9 Henley Business School, University of Reading 7 School of Economics and Management, University of Aarhus 7 Agricultural and Applied Economics Association - AAEA 6 EconWPA 6 HAL 6 Department of Econometrics and Business Statistics, Monash Business School 5 East Asian Bureau of Economic Research (EABER) 5 Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel) 5 Institute for the Study of Labor (IZA) 5 Instituto Valenciano de Investigaciones Económicas (IVIE) 5 International Monetary Fund 5 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 4 IÉSEG School of Management, Université Catholique de Lille 4 London School of Economics (LSE) 4 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 4 Society for Computational Economics - SCE 4 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 3 Centro de Estudios Andaluces, Government of Andalusia 3 Centro de Estudios Monetarios y Financieros (CEMFI) 3 Crawford School of Public Policy, Australian National University 3 Department of Economics, National University of Ireland 3 Département de Sciences Économiques, Université de Montréal 3 Econometric Society 3 European Central Bank 3 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 3 Institute for International Integration Studies (IIIS), Trinity College Dublin 3 Internationella Handelshögskolan, Högskolan i Jönköping 3 Swiss Finance Institute 3 Banco de España 2 Business School, University of Sydney 2 CESifo 2 Center for Agricultural and Rural Development (CARD), Iowa State University 2 Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance 2 Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales 2 Department of Economics, Iowa State University 2 Department of Economics, National University of Singapore 2
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Published in...
All
IMF Working Papers 61 MPRA Paper 25 Finance research letters 20 Journal of financial economics 19 Journal of banking & finance 17 Applied economics 15 IZA Discussion Papers 15 CESifo Working Paper 13 CESifo working papers 13 Management science : journal of the Institute for Operations Research and the Management Sciences 13 CEPR Discussion Papers 12 International review of financial analysis 12 Management Science 12 Statistics & Probability Letters 12 Annals of the Institute of Statistical Mathematics 11 Journal of Applied Statistics 11 Journal of international financial markets, institutions & money 11 The North American journal of economics and finance : a journal of financial economics studies 11 Working Paper 11 Discussion papers / CEPR 10 Economics letters 10 International review of economics & finance : IREF 10 The European Journal of Finance 10 Pacific-Basin finance journal 9 Research in international business and finance 9 Statistical Papers / Springer 9 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 9 Applied economics letters 8 Cahiers de recherche 8 Journal of Multivariate Analysis 8 Journal of economic dynamics & control 8 Research paper series / Swiss Finance Institute 8 Statistical Methods and Applications 8 CREATES Research Papers 7 ICMA Centre Discussion Papers in Finance 7 Journal of empirical finance 7 Journal of international money and finance 7 Econometrics 6 Economics Bulletin 6 International journal of forecasting 6
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Source
All
ECONIS (ZBW) 660 RePEc 620 EconStor 111 Other ZBW resources 9 BASE 7
Showing 1 - 10 of 1,407
Cover Image
Modeling skewness in portfolio choice
Trung Hai Le; Kourtis, Apostolos; Markellos, Raphaēl N. - In: The journal of futures markets 43 (2023) 6, pp. 734-770
Persistent link: https://www.econbiz.de/10014293220
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Skewness Preferences: Evidence from Online Poker
Dertwinkel-Kalt, Markus; Kasinger, Johannes; Schneider, … - 2024
We test for skewness preferences in a large set of observational panel data on online poker games (n=4,450,585). Each … decision-makers. Individuals reveal a strong and robust preference for skewness, which is inconsistent with expected utility … theory. The effect of skewness is most pronounced among experienced and unsuccessful players but remains significant in all …
Persistent link: https://www.econbiz.de/10014534316
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Downward nominal rigidities and bond premia
Gourio, François; Ngo, Phuong - 2024
We develop a parsimonious New Keynesian macro-finance model with downward nominal rigidities to understand secular and cyclical movements in Treasury bond premia. Downward nominal rigidities create state-dependence in output and inflation dynamics: a higher level of inflation makes prices more...
Persistent link: https://www.econbiz.de/10014581904
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Skewness-seeking behavior and financial investments
Benuzzi, Matteo; Ploner, Matteo - In: Annals of finance 20 (2024) 1, pp. 129-165
Persistent link: https://www.econbiz.de/10014566400
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Cover Image
Downward nominal rigidities and bond premia
Gourio, François; Ngo, Phuong - 2024
We develop a parsimonious New Keynesian macro-finance model with downward nominal rigidities to understand secular and cyclical movements in Treasury bond premia. Downward nominal rigidities create state-dependence in output and inflation dynamics: a higher level of inflation makes prices more...
Persistent link: https://www.econbiz.de/10014505834
Saved in:
Cover Image
Time-varying spillovers in high-order moments among cryptocurrencies
Azimli, Asil - In: Financial innovation : FIN 10 (2024), pp. 1-39
) moments based on skewness and kurtosis. The sample period is from February 10, 2020, to August 20, 2022, which captures a … transmitter in all three connectedness systems and it dominated the volatility connectedness network. In contrast, skewness and …
Persistent link: https://www.econbiz.de/10014540286
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The Skewness-Kurtosis plane for cryptocurrencies' universe
Karagiorgis, Ariston; Ballis, Antonis; Drakos, Kōnstantinos - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2543-2555
Persistent link: https://www.econbiz.de/10014533438
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Political uncertainty and currency markets
Leippold, Markus; Matthys, Felix; Mueller, Philippe; … - 2024
Persistent link: https://www.econbiz.de/10014486798
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Cover Image
Skewness preferences : evidence from online poker
Dertwinkel-Kalt, Markus; Kasinger, Johannes; Schneider, … - 2024
We test for skewness preferences in a large set of observational panel data on online poker games (n=4,450,585). Each … decision-makers. Individuals reveal a strong and robust preference for skewness, which is inconsistent with expected utility … theory. The effect of skewness is most pronounced among experienced and unsuccessful players but remains significant in all …
Persistent link: https://www.econbiz.de/10014486803
Saved in:
Cover Image
On the time-varying relationship between coskewness and returns of banks
Bressan, Silvia; Weissensteiner, Alex - In: Review of financial economics : RFE 42 (2024) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10014471070
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