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  • Search: subject:"Higher-order Moments"
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Year of publication
Subject
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Higher-order moments 28 higher-order moments 19 Higher order moments 17 Portfolio selection 17 Volatility 17 Volatilität 17 Portfolio-Management 16 Theorie 16 Theory 16 Capital income 14 Kapitaleinkommen 14 ARCH model 13 ARCH-Modell 13 Forecasting model 12 Prognoseverfahren 12 Risiko 12 Risk 12 higher order moments 12 Estimation 11 Estimation theory 11 Schätztheorie 11 Schätzung 11 Time series analysis 9 Zeitreihenanalyse 9 sovereign credit risk 8 CAPM 7 financial stability 7 time-varying parameters 7 Risikomaß 6 Risikoprämie 6 Risk measure 6 Risk premium 6 Spillover effect 6 Spillover-Effekt 6 Value-at-Risk (VaR) 6 Einkommensverteilung 5 Income distribution 5 Risk management 5 Statistical distribution 5 Statistische Verteilung 5
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Online availability
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Free 46 Undetermined 43 CC license 3
Type of publication
All
Article 58 Book / Working Paper 38 Other 1
Type of publication (narrower categories)
All
Article in journal 45 Aufsatz in Zeitschrift 45 Working Paper 21 Graue Literatur 14 Non-commercial literature 14 Arbeitspapier 13 Article 2 research-article 1 viewpoint 1
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Language
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English 72 Undetermined 24 Spanish 1
Author
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Zhang, Xin 16 Lucas, André 13 Schwaab, Bernd 10 Ñíguez, Trino-Manuel 5 Moser, Christian 4 Peel, David 4 Perote, Javier 4 Bos, Charles S. 3 Carey, Alexander 3 Lucas, Andre 3 Payá, Ivan 3 Sehgal, Sanjay 3 Tin, Darapheak 3 Tran, Chung 3 Almeida, Caio 2 Andreasen, Martin 2 Ardison, Kym 2 Arismendi, Juan C. 2 Babbar, Sonal 2 Blanco, Andrés 2 Bouri, Elie 2 Catania, Leopoldo 2 Corso, Eduardo Ariel 2 Cui, Jinxin 2 Diaz de Astarloa, Bernardo 2 Drenik, Andres 2 Engbom, Niklas 2 Gagnon, Marie-Hélène 2 Garcia, René 2 Godfrey, A. Jonathan R. 2 Gonzaga, Gustavo 2 Govindaraju, K. 2 Hitaj, Asmerilda 2 Hu, Yingyao 2 Janus, Pawel 2 Maheu, John M. 2 McCurdy, Thomas H. 2 Meldrum, Andrew 2 Mercuri, Lorenzo 2 Olivieri, Roberta 2
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Institution
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Tinbergen Instituut 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Econometric Society 2 Henley Business School, University of Reading 2 Bank of England 1 European Central Bank 1 Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel) 1 School of Economics and Management, University of Aarhus 1 Sveriges Riksbank 1 Tinbergen Institute 1
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Published in...
All
International review of economics & finance : IREF 4 Tinbergen Institute Discussion Papers 4 Discussion paper / Tinbergen Institute 3 MPRA Paper 3 Tinbergen Institute Discussion Paper 3 Finance research letters 2 ICMA Centre Discussion Papers in Finance 2 International journal of forecasting 2 Journal of banking & finance 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of empirical finance 2 Journal of international financial markets, institutions & money 2 Quantitative Economics 2 Quantitative economics : QE ; journal of the Econometric Society 2 Quantitative finance 2 Sveriges Riksbank Working Paper Series 2 Sveriges Riksbank working paper series 2 ANU working papers in economics and econometrics 1 Accounting & Taxation 1 Applied mathematical finance 1 Bank of England working papers 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CREATES Research Papers 1 Cahier de recherche 1 Computational Statistics 1 Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS 1 Decisions in economics and finance : a journal of applied mathematics 1 Digital finance : smart data analytics, investment innovation, and financial technology 1 Documentos de trabajo / Banco de España 1 ECB Working Paper 1 Econometric Society 2004 Australasian Meetings 1 Econometric Society 2004 Far Eastern Meetings 1 Economics letters 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energy economics 1 Ensayos Económicos 1 Ensayos económicos 1 Financial Markets and Portfolio Management 1 Financial markets and portfolio management 1 IIMB management review 1
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Source
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ECONIS (ZBW) 59 RePEc 25 EconStor 10 Other ZBW resources 2 BASE 1
Showing 1 - 10 of 97
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Multi-objective portfolio optimization : an application of the Non-dominated Sorting Genetic Algorithm III
Muteba Mwamba, John; Mbucici, Leon Mishindo; Mba, Jules … - 2025
demonstrates limitations in addressing higher-order moments of the return distribution. These results emphasize the potential of …
Persistent link: https://www.econbiz.de/10015338358
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Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict : fresh evidence from the higher-order moments
Cui, Jinxin; Mahyereh, Aktham; Liao, Dijia - In: International review of economics & finance : IREF 95 (2024), pp. 1-34
Persistent link: https://www.econbiz.de/10015141787
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Bitcoin halving and the integration of cryptocurrency and forex markets : an analysis of the higher-order moment spillovers
Jiménez, Inés; Mora-Valencia, Andrés; Perote, Javier - In: International review of economics & finance : IREF 92 (2024), pp. 302-315
Persistent link: https://www.econbiz.de/10014534898
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Climate risks and the realized higher-order moments of financial markets : evidence from China
Wang, Yihan; Goutte, Stéphane; Bouri, Elie; Sokhanvar, Amin - In: International review of economics & finance : IREF 93 (2024) 2, pp. 1064-1087
Persistent link: https://www.econbiz.de/10014535685
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The evolution of the earnings distribution in a volatile economy: Evidence from Argentina
Blanco, Andrés; Diaz de Astarloa, Bernardo; Drenik, Andres - In: Quantitative Economics 13 (2022) 4, pp. 1361-1403
movements in higher-order moments of the distribution of earnings changes. To shed light on the changing nature of wage rigidity …
Persistent link: https://www.econbiz.de/10014536903
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Earnings inequality and dynamics in the presence of informality: The case of Brazil
Engbom, Niklas; Gonzaga, Gustavo; Moser, Christian; … - In: Quantitative Economics 13 (2022) 4, pp. 1405-1446
, both inequality and volatility of earnings have declined significantly in Brazil's formal sector. Higher-order moments of …
Persistent link: https://www.econbiz.de/10014537037
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Lifecycle earnings risk and insurance : new evidence from Australia
Tin, Darapheak; Tran, Chung - 2022
Persistent link: https://www.econbiz.de/10013283949
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The evolution of the earnings distribution in a volatile economy : evidence from Argentina
Blanco, Andrés; Diaz de Astarloa, Bernardo; Drenik, Andres - In: Quantitative economics : QE ; journal of the … 13 (2022) 4, pp. 1361-1403
movements in higher‐order moments of the distribution of earnings changes. To shed light on the changing nature of wage rigidity …
Persistent link: https://www.econbiz.de/10014306240
Saved in:
Cover Image
Earnings inequality and dynamics in the presence of informality : the case of Brazil
Engbom, Niklas; Gonzaga, Gustavo; Moser, Christian; … - In: Quantitative economics : QE ; journal of the … 13 (2022) 4, pp. 1405-1446
, both inequality and volatility of earnings have declined significantly in Brazil's formal sector. Higher‐order moments of …
Persistent link: https://www.econbiz.de/10014306258
Saved in:
Cover Image
Lifecycle earnings risk and insurance : new evidence from Australia
Tran, Chung; Tin, Darapheak - 2022
Persistent link: https://www.econbiz.de/10013500600
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