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The distribution of cross sectional momentum returns
Kwon, Oh Kang; Satchell, Stephen - In: Journal of economic dynamics & control 94 (2018), pp. 225-241
Persistent link: https://www.econbiz.de/10012004391
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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - In: Journal of econometrics 190 (2016) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
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A GMM skewness and kurtosis ratio test for higher moment dependence
Wong, Woon K. - In: Journal of financial econometrics 18 (2020) 2, pp. 307-332
Persistent link: https://www.econbiz.de/10012232960
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The small sample properties of Indirect Inference in testing and estimating DSGE models
Meenagh, David; Minford, Patrick; Wickens, Michael R.; … - 2018
with different variable combinations and descriptive models (Vector Auto Regressions, Impulse Response Functions or Moments …
Persistent link: https://www.econbiz.de/10011886113
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Drawdown measures and return moments
Möller, Philipp M. - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
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Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Gzyl, Henryk; Novi-Inverardi, Pier-Luigi; Tagliani, Aldo - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 457-463
Persistent link: https://www.econbiz.de/10010195910
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Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.; Bhimreddy, Komal S. R.; Majumdar, … - 2024
Persistent link: https://www.econbiz.de/10014536233