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Inequality, income dynamics, and worker transitions : the case of Mexico
Puggioni, Daniela; Calderón, Mariana; Cebreros Zurita, … - In: Quantitative economics : QE ; journal of the … 13 (2022) 4, pp. 1669-1705
terms of negative skewness and high kurtosis, with these deviations varying with income and along the worker's life cycle. A …
Persistent link: https://www.econbiz.de/10014306309
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Inequality, income dynamics, and worker transitions: The case of Mexico
Puggioni, Daniela; Calderón, Mariana; Cebreros Zurita, … - In: Quantitative Economics 13 (2022) 4, pp. 1669-1705
terms of negative skewness and high kurtosis, with these deviations varying with income and along the worker's life cycle. A …
Persistent link: https://www.econbiz.de/10014536984
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Genetic algorithm-based portfolio optimization with higher moments in global stock markets
Kshatriya, Saranya; Prasanna, Krishna - In: Journal of risk 20 (2017/2018) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10011848918
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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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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 … kurtosis connectedness networks were dominated by Litecoin and Bitcoin and Ripple were net shock receivers in all three …
Persistent link: https://www.econbiz.de/10014540286
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The method of moments for multivariate random sums
Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024
measures of multivariate kurtosis and highlight some limitations of both projection pursuit and invariant coordinate selection. …
Persistent link: https://www.econbiz.de/10014581240
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The method of moments for multivariate random sums
Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024
measures of multivariate kurtosis and highlight some limitations of both projection pursuit and invariant coordinate selection. …
Persistent link: https://www.econbiz.de/10014575595