Modelling skewness and kurtosis in the London Stock Exchange FT-SE return distributions

Symmetry, regression design and sampling distributions

Chesher, A.
Peters, S
Bristol Univ. (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--88/202) / BLDSC - ...

Some contributions to the analysis of skew data on the line and circle

Pewsey, Arthur Richard

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN055420 / BLDSC - British Library ...

Modelling the Sterling-Deutschemark exchange rate Non-linear dependence and thick tails

Caporale, G.M.
Pittis, N
London Business School (United Kingdom). Centre for Economic Forecasting

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--15-94) / BLDSC...

On skewness and kurtosis in multivariate analysis

Belyavin, A

January 1981

SIGLEAvailable from British Library Document Supply Centre- DSC:D38231/81 / BLDSC - British Library ...

Modelling returns distributions A survey of recent developments and some new evidence

Mills, T.C.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(96/23) / BLDSC - British Lib...

Pricing derivatives written on assets with arbitrary skewness and kurtosis

Knight, J.
Satchell, S.
London Univ. (United Kingdom). Inst. for Financial Research

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.164(44) / BLDSC - British Librar...

An investigation into the cross-sectional determinants of expected stock returns in the London Stock Exchange

Leledakis, G.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN041891 / BLDSC - British Library D...

1 On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index

Tae-hwan Kim
Halbert White

January 2003

Abstract: For both the academic and the financial communities it is a familiar stylized fact that st...

Trading volume and the subordinated stochastic process model of stock returns

Rougier, J
Durham Univ. (United Kingdom). Dept. of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1059(DUDE-WP--113) / BLDSC - Br...

On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index

Kim, Tae-Hwan
White, Halbert

September 2003

For both the academic and the financial communities it is a familiar stylized fact that stock market...

Modelling currency volatility and returns

Biekpe, N.B.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN021479 / BLDSC - British Library D...

Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution

Markus Haas

An asymmetric extension of the recently proposed (symmetric) Gauss-Laplace sum distribution for stoc...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

Modelling the dividend behaviour of the aggregate US stock market

Garrett, I.
Priestly, R.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(95-10) / BLDSC - British L...

Skewness and kurtosis distribution.

Zhixing Feng (389727)
Gang Fang (11785)
Jonas Korlach (105788)
Tyson Clark (389728)
Khai Luong (105775)
Xuegong Zhang (28173)
Wing Wong (389729)
Eric Schadt (105785)

March 2013

<p>For each position, the skewness and kurtosis of its Box-Cox transformed IPDs are plotted. (A) The...

Symmetry, regression design and sampling distributions

Chesher, A.
Peters, S
Bristol Univ. (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--88/202) / BLDSC - ...

Some contributions to the analysis of skew data on the line and circle

Pewsey, Arthur Richard

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN055420 / BLDSC - British Library ...

Modelling the Sterling-Deutschemark exchange rate Non-linear dependence and thick tails

Caporale, G.M.
Pittis, N
London Business School (United Kingdom). Centre for Economic Forecasting

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--15-94) / BLDSC...

On skewness and kurtosis in multivariate analysis

Belyavin, A

January 1981

SIGLEAvailable from British Library Document Supply Centre- DSC:D38231/81 / BLDSC - British Library ...

Modelling returns distributions A survey of recent developments and some new evidence

Mills, T.C.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(96/23) / BLDSC - British Lib...

Pricing derivatives written on assets with arbitrary skewness and kurtosis

Knight, J.
Satchell, S.
London Univ. (United Kingdom). Inst. for Financial Research

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.164(44) / BLDSC - British Librar...

An investigation into the cross-sectional determinants of expected stock returns in the London Stock Exchange

Leledakis, G.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN041891 / BLDSC - British Library D...

1 On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index

Tae-hwan Kim
Halbert White

January 2003

Abstract: For both the academic and the financial communities it is a familiar stylized fact that st...

Trading volume and the subordinated stochastic process model of stock returns

Rougier, J
Durham Univ. (United Kingdom). Dept. of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1059(DUDE-WP--113) / BLDSC - Br...

On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index

Kim, Tae-Hwan
White, Halbert

September 2003

For both the academic and the financial communities it is a familiar stylized fact that stock market...

Modelling currency volatility and returns

Biekpe, N.B.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN021479 / BLDSC - British Library D...

Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution

Markus Haas

An asymmetric extension of the recently proposed (symmetric) Gauss-Laplace sum distribution for stoc...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

Modelling the dividend behaviour of the aggregate US stock market

Garrett, I.
Priestly, R.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(95-10) / BLDSC - British L...

Skewness and kurtosis distribution.

Zhixing Feng (389727)
Gang Fang (11785)
Jonas Korlach (105788)
Tyson Clark (389728)
Khai Luong (105775)
Xuegong Zhang (28173)
Wing Wong (389729)
Eric Schadt (105785)

March 2013

<p>For each position, the skewness and kurtosis of its Box-Cox transformed IPDs are plotted. (A) The...

Symmetry, regression design and sampling distributions

Chesher, A.
Peters, S
Bristol Univ. (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--88/202) / BLDSC - ...

Some contributions to the analysis of skew data on the line and circle

Pewsey, Arthur Richard

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN055420 / BLDSC - British Library ...

Modelling the Sterling-Deutschemark exchange rate Non-linear dependence and thick tails

Caporale, G.M.
Pittis, N
London Business School (United Kingdom). Centre for Economic Forecasting

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--15-94) / BLDSC...

Modelling skewness and kurtosis in the London Stock Exchange FT-SE return distributions

Abstract

Extracted data

Modelling skewness and kurtosis in the London Stock Exchange FT-SE return distributions

Abstract

Extracted data

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