DOIAbstract
The Journal of Financial and Quantitative Analysis © 1979 University of Washington School of Business Administratio
The Journal of Financial and Quantitative Analysis © 1979 University of Washington School of Business Administratio
The central issue of this study is the cost of skewness to investors who value positive skewness in ...
Abstract We use a quantile-based measure of conditional skewness or asymmetry of asset returns that ...
Recent studies in the empirical finance literature have reported evidence of two types of asymmetrie...
The Journal of Financial and Quantitative Analysis © 1979 University of Washington School of Busines...
This paper develops a new measure of return asymmetry, following Patil et al. (2012). We demonstrate...
I propose a forward-looking measure of the asymmetry in the variance of asset returns and introduce ...
This paper examines the problem of evaluating the presence of asymmetry in the marginal distribution...
Recent studies in the empirical finance literature have reported evidence of two types of asymmetrie...
The objective of this thesis is to provide a general model for the behavior of stock price change di...
We study how the approach grounded on non-extensive statistical physics can be applied to describe a...
We provide a model-free test for asymmetric correlations in which stocks move more often with the ma...
It is widely accepted that equity return volatility increases more following negative shocks rather ...
Distributions of assets returns exhibit a slight skewness. In this note we show that our model of en...
Recent studies in the empirical finance literature have reported evidence of two types of asymmetrie...
This thesis attempts to investigate the cross-sectional predictive power of return asymmetry, skewne...
The central issue of this study is the cost of skewness to investors who value positive skewness in ...
Abstract We use a quantile-based measure of conditional skewness or asymmetry of asset returns that ...
Recent studies in the empirical finance literature have reported evidence of two types of asymmetrie...
The Journal of Financial and Quantitative Analysis © 1979 University of Washington School of Busines...
This paper develops a new measure of return asymmetry, following Patil et al. (2012). We demonstrate...
I propose a forward-looking measure of the asymmetry in the variance of asset returns and introduce ...
This paper examines the problem of evaluating the presence of asymmetry in the marginal distribution...
Recent studies in the empirical finance literature have reported evidence of two types of asymmetrie...
The objective of this thesis is to provide a general model for the behavior of stock price change di...
We study how the approach grounded on non-extensive statistical physics can be applied to describe a...
We provide a model-free test for asymmetric correlations in which stocks move more often with the ma...
It is widely accepted that equity return volatility increases more following negative shocks rather ...
Distributions of assets returns exhibit a slight skewness. In this note we show that our model of en...
Recent studies in the empirical finance literature have reported evidence of two types of asymmetrie...
This thesis attempts to investigate the cross-sectional predictive power of return asymmetry, skewne...
The central issue of this study is the cost of skewness to investors who value positive skewness in ...
Abstract We use a quantile-based measure of conditional skewness or asymmetry of asset returns that ...
Recent studies in the empirical finance literature have reported evidence of two types of asymmetrie...
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