Nearly unbiased estimation of sample skewness
Year of publication: |
2020
|
---|---|
Authors: | Li, Yifan |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 192.2020, p. 1-6
|
Subject: | Bias | Return predictability | Skewness | Systematischer Fehler | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Schätzung | Estimation |
Description of contents: | Description [doi.org] |
-
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics
Gerlach, Richard, (2020)
-
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L., (2021)
-
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav, (2017)
- More ...
-
Trade Scopes across Destinations: Evidence from Chinese Firm
Miao, Zhuang, (2017)
-
Trade costs, import penetration, and markups
Li, Yifan, (2018)
-
Trade costs, import penetration, and markups
Li, Yifan, (2018)
- More ...