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 …

take skewness into account by means of certain transformations, several generalizations and extensions (HQ …

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 …

A generalization of the hyperbolic secant distribution which allows both for skewness and for leptokurtosis was given … which has a lot of nice properties but is not able to allow for skewness. For this reason, Fischer and Vaughan (2002 …) additionally introduced a skewness parameter by means of splitting the scale parameter and showed that most of the nice properties …

A generalization of the hyperbolic secant distribution which allows both for skewness and for leptokurtosis was given … which has a lot of nice properties but is not able to allow for skewness. For that reason, we additionally introduce a … skewness parameter by means of splitting the scale parameter and show that most of the nice properties are preserved. Finally …

We investigate the association of various firm-specific and market-wide factors with the riskneutral skewness (RNS …