In this paper we experimentally test skewness seeking at the individual level. Several prospects that can be ordered … ¯nd that the skewness of a distribution has a signi¯cant impact on the decisions. Yet, while skewness has an impact, its … direction di®ers substantially across subjects: 39% of our subjects act in accordance with skewness seeking and 10% seem to …

In this paper we experimentally test skewness preferences at the individual level. Several prospects that can be …. We find that the skewness of a distribution has a significant impact on the decisions. Yet, while skewness has an impact …, its direction differs substantially across subjects: 39% of our subjects act in accordance with skewness seeking and 10 …

generalize the notion of GARCH processes in an information-theoretic sense and are able to capture skewness and kurtosis better …

There are several possibilities to introduce skewness into a symmetric distribution. One of these procedures applies … density. Within this work we show that this technique incorporates a well-defined parameter of skewness, i.e. that the … generated distributions are skewed to the right (left) if the parameter of skewness takes values less (greater) than one …

incorporates a well-defined parameter of skewness. It is well-defined in the sense that the parameter of skewness is compatible … a measure of skewness in the sense of Oja (1981). In the special case considered by Fechner (1897) this measure and the … skewness parameter coincide. …