A class of indices of skewness is introduced,based on a symmetric set of quantiles. Two kinds of normalisation are proposed, leading respectively to VCS (Ventile coefficient of Skewness) and to VIS (Ventile index of skewness). The sample distribution of both indices is studied by a Monte Carlo simulation. Two extended indices of skewness (ECS and EIS) are proposed, having interesting inferential properties. Finally, an application to national data of 27 E.U. countries is presented, with a brief comment of the results
Our main objective is the calculation and the comparative study of some general measures of multivar...
The objectives of this study are threefold. First, we introduce for the first time a skewness index ...
This paper reports an investigation into the extent and persistence of skewness in stock returns in ...
A class of indices of skewness is introduced,based on a symmetric set of quantiles. Two kinds of nor...
In this paper, which follows a recent field of research started by Tukey (1977), a class of indices ...
A very general measure of skewness based on the quantiles is introduced, which includes several well...
Abstract We use a quantile-based measure of conditional skewness or asymmetry of asset returns that ...
In this paper, a simple class of measures for detecting skewness in samples is introduced. The new c...
First of all, it should be mentioned that although this study uses a large sample of scientific publ...
Key Words: Skewness; skewness to the right; skewness ordering; score function. There are several pos...
The main objective of this work is to calculate and compare different measures of multivariate skewn...
AbstractThe main objective of this work is to calculate and compare different measures of multivaria...
Our paper investigates the symmetry in stock returns of the 30 most liquid companies traded on Bucha...
We introduce a general perspective on the introduction of skewness into symmetric dis-tributions. Th...
In this paper some new indices of sample shape ( skewness and kurtosis) are defined by means of lett...
Our main objective is the calculation and the comparative study of some general measures of multivar...
The objectives of this study are threefold. First, we introduce for the first time a skewness index ...
This paper reports an investigation into the extent and persistence of skewness in stock returns in ...
A class of indices of skewness is introduced,based on a symmetric set of quantiles. Two kinds of nor...
In this paper, which follows a recent field of research started by Tukey (1977), a class of indices ...
A very general measure of skewness based on the quantiles is introduced, which includes several well...
Abstract We use a quantile-based measure of conditional skewness or asymmetry of asset returns that ...
In this paper, a simple class of measures for detecting skewness in samples is introduced. The new c...
First of all, it should be mentioned that although this study uses a large sample of scientific publ...
Key Words: Skewness; skewness to the right; skewness ordering; score function. There are several pos...
The main objective of this work is to calculate and compare different measures of multivariate skewn...
AbstractThe main objective of this work is to calculate and compare different measures of multivaria...
Our paper investigates the symmetry in stock returns of the 30 most liquid companies traded on Bucha...
We introduce a general perspective on the introduction of skewness into symmetric dis-tributions. Th...
In this paper some new indices of sample shape ( skewness and kurtosis) are defined by means of lett...
Our main objective is the calculation and the comparative study of some general measures of multivar...
The objectives of this study are threefold. First, we introduce for the first time a skewness index ...
This paper reports an investigation into the extent and persistence of skewness in stock returns in ...
Add to ORKG