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  • Search: subject:"Kurtosis"
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Year of publication
Subject
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Kurtosis 208 kurtosis 207 skewness 170 Skewness 143 Statistische Verteilung 105 Statistical distribution 103 Theorie 88 Volatility 87 Theory 84 Volatilität 77 Kapitaleinkommen 73 Capital income 72 Portfolio-Management 54 Portfolio selection 53 statistics 49 ARCH-Modell 44 equation 44 Estimation 42 ARCH model 41 Schätzung 40 correlation 39 Estimation theory 37 Schätztheorie 37 probability 37 Risk 36 Risiko 35 standard deviation 35 time series 34 CAPM 33 equations 33 statistic 33 Economic models 30 normal distribution 30 econometrics 27 GARCH 26 covariance 26 autocorrelation 25 correlations 25 descriptive statistics 24 forecasting 24
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Online availability
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Free 299 Undetermined 247 CC license 7
Type of publication
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Article 344 Book / Working Paper 274 Other 1
Type of publication (narrower categories)
All
Article in journal 174 Aufsatz in Zeitschrift 174 Working Paper 67 Arbeitspapier 33 Graue Literatur 30 Non-commercial literature 30 Article 17 research-article 8 Aufsatz im Buch 3 Book section 3 Conference paper 2 Konferenzbeitrag 2 Hochschulschrift 1 Research Report 1 Thesis 1 viewpoint 1
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Language
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English 382 Undetermined 226 German 6 French 3 Polish 1 Spanish 1
Author
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Sentana, Enrique 17 Fischer, Matthias J. 16 Klein, Ingo 14 Fischer, Matthias 11 León, Ángel 9 Rockinger, Michael 8 Jacobs, Kris 7 Loperfido, Nicola 7 Mencía, Javier 7 Zoia, Maria Grazia 7 Amengual, Dante 6 Christoffersen, Peter F. 6 Haas, Markus 6 Mittnik, Stefan 6 Ozkan, Serdar 6 Paolella, Marc S. 6 Alexander, Carol 5 Christoffersen, Peter 5 Fiorentini, Gabriele 5 Krichene, Noureddine 5 Thavaneswaran, A. 5 Vacca, Gianmarco 5 Andrade, Philippe 4 Balakrishnan, N. 4 Diebold, Francis X. 4 Ferroni, Filippo 4 Fry-McKibbin, Renée 4 Guvenen, Fatih 4 Heidorn, Thomas 4 Herrmann, Klaus 4 Holly, Alberto 4 Jondeau, Eric 4 Jurczenko, Emmanuel 4 Kaiser, Dieter G. 4 Karahan, Fatih 4 Kim, Sol 4 Lambrinoudakis, Costas 4 Lazar, Emese 4 Mantalos, Panagiotis 4 Mariano, Roberto S. 4
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Institution
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International Monetary Fund (IMF) 49 Henley Business School, University of Reading 10 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 9 HAL 5 Departamento de Estadistica, Universidad Carlos III de Madrid 4 Instituto Valenciano de Investigaciones Económicas (IVIE) 4 International Monetary Fund 4 School of Economics and Management, University of Aarhus 4 Center for Financial Studies 3 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 3 Centro de Estudios Monetarios y Financieros (CEMFI) 3 Department of Econometrics and Business Statistics, Monash Business School 3 London School of Economics (LSE) 3 Society for Computational Economics - SCE 3 Banco de España 2 Banque de France 2 C.E.P.R. Discussion Papers 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 2 Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales 2 Département de Sciences Économiques, Université de Montréal 2 East Asian Bureau of Economic Research (EABER) 2 EconWPA 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Frankfurt School of Finance and Management 2 Internationella Handelshögskolan, Högskolan i Jönköping 2 Nationalekonomiska institutionen, Stockholms Universitet 2 Australian Agricultural and Resource Economics Society - AARES 1 Banca d'Italia 1 Banco de España <Madrid> 1 COMISEF 1 Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance 1 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 1 Centro de Estudios Andaluces, Government of Andalusia 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Cowles Foundation for Research in Economics, Yale University 1 Crawford School of Public Policy, Australian National University 1 Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials 1 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 1
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Published in...
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IMF Working Papers 47 Diskussionspapier 14 ICMA Centre Discussion Papers in Finance 10 Journal of Multivariate Analysis 10 MPRA Paper 10 Finance research letters 9 Friedrich-Alexander-Universität Erlangen-Nürnberg, Wirtschafts- und Sozialwissenschaftliche Fakultät, Lehrstuhl für Statistik und Ökonometrie, Prof. Dr. Ingo Klein - Publikationen 9 Statistical Papers / Springer 8 Working Paper 8 Discussion Papers / Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 7 Statistics & Probability Letters 7 Annals of the Institute of Statistical Mathematics 6 Economics letters 6 Physica A: Statistical Mechanics and its Applications 6 Statistical Methods and Applications 6 Journal of Applied Statistics 5 Journal of Risk Finance 5 Metrika 5 Quantitative finance 5 Applied economics 4 CREATES Research Papers 4 Cahiers de recherche 4 Computational Statistics & Data Analysis 4 International review of economics & finance : IREF 4 Journal of banking & finance 4 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 4 Psychometrika 4 Research in international business and finance 4 Review of quantitative finance and accounting 4 Statistics and Econometrics Working Papers 4 The North American journal of economics and finance : a journal of financial economics studies 4 Working Papers. Serie AD 4 Asia-Pacific Financial Markets 3 Asia-Pacific journal of financial studies 3 CFS Working Paper Series 3 CIRANO Working Papers 3 ECB Working Paper 3 Econometric reviews 3 Economics Bulletin 3 Energy economics 3
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Source
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RePEc 331 ECONIS (ZBW) 212 EconStor 52 USB Cologne (business full texts) 12 Other ZBW resources 10 BASE 2
Showing 1 - 10 of 619
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Spread regression, skewness regression, and kurtosis regression with an application to the US wage structure
Chen, Qiang; Xiao, Zhijie - 2025
Persistent link: https://www.econbiz.de/10015372768
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A tutorial on what to do with skewness, kurtosis, and outliers : new insights to help scholars conduct and defend their research
Iacobucci, Dawn; Román, Sergio; Moon, Sangkil; … - 2025
Persistent link: https://www.econbiz.de/10015373380
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Higher-order moment inequality restrictions for SVARs
Andrade, Philippe; Ferroni, Filippo; Melosi, Leonardo - 2025 - This version: March 2025
We introduce a method that exploits some non-Gaussian features of structural shocks to identify structural vector autoregression (SVAR) models. More specifically, we propose combining inequality restrictions on the higher-order moments of the structural shocks of interest with other...
Persistent link: https://www.econbiz.de/10015405890
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New bounds for tail risk measures
Carnero, M. Angeles; León, Ángel; Ñíguez, Trino-Manuel - In: Finance research letters 75 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015408528
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Understanding ESG investing using higher return moments
Shan, Tao - In: Finance research letters 80 (2025), pp. 1-10
Persistent link: https://www.econbiz.de/10015422161
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The method of moments for multivariate random sums
Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024
measures of multivariate kurtosis and highlight some limitations of both projection pursuit and invariant coordinate selection. …
Persistent link: https://www.econbiz.de/10014581240
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A heuristic for fat-tailed stock market returns
Welch, Ivo - In: Financial analysts journal : FAJ 80 (2024) 4, pp. 18-26
Persistent link: https://www.econbiz.de/10015195218
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The Skewness-Kurtosis plane for cryptocurrencies' universe
Karagiorgis, Ariston; Ballis, Antonis; Drakos, Kōnstantinos - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2543-2555
Persistent link: https://www.econbiz.de/10014533438
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Dynamic tail risk forecasting : what do realized skewness and kurtosis add?
Gallo, Giampiero M.; Okhrin, Ostap; Storti, Giuseppe - 2024 - Prima edizione
Persistent link: https://www.econbiz.de/10015099208
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Time-varying spillovers in high-order moments among cryptocurrencies
Azimli, Asil - In: Financial innovation : FIN 10 (2024), pp. 1-39
) moments based on skewness and kurtosis. The sample period is from February 10, 2020, to August 20, 2022, which captures a … kurtosis connectedness networks were dominated by Litecoin and Bitcoin and Ripple were net shock receivers in all three …
Persistent link: https://www.econbiz.de/10014540286
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