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  • Search: subject:"Positive Skewness"
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Year of publication
Subject
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Asset pricing 1 BCa 1 Bootstrap 1 CAPM 1 Confidence Interval 1 Cost Data 1 Credit risk 1 Default risk 1 Edgeworth Expansion 1 Kreditrisiko 1 Macroeconomic conditions 1 Market skewness risk premium 1 Positive Skewness 1 Positive skewness preference 1 Risiko 1 Risikoaversion 1 Risikoprämie 1 Risk 1 Risk aversion 1 Risk premium 1 State-dependent risk aversion 1 Theorie 1 Theory 1
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Online availability
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Undetermined 2
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Chevapatrakul, Thanaset 1 Dinh, Phillip 1 Gao, Ning 1 Li, Xiafei 1 Xu, Zhongxiang 1 Zhou, Xiao-Hua 1
Institution
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Berkeley Electronic Press 1
Published in...
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Journal of international money and finance 1 UW Biostatistics Working Paper Series 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Default risk, macroeconomic conditions, and the market skewness risk premium
Xu, Zhongxiang; Li, Xiafei; Chevapatrakul, Thanaset; … - In: Journal of international money and finance 127 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013435659
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Cover Image
Nonparametric Confidence Intervals for the One- and Two-Sample Problems
Zhou, Xiao-Hua; Dinh, Phillip - Berkeley Electronic Press - 2004
Confidence intervals for the mean of one sample and the difference in means of two independent samples based on the ordinary-t statistic suffer deficiencies when samples come from skewed distributions. In this article, we evaluate several existing techniques and propose new methods to improve...
Persistent link: https://www.econbiz.de/10005751054
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