Kearney, Colm; Lynch, Margaret - Institute for International Integration Studies (IIIS), … - 2005
, very few studies have analysed how pervasive is skewness across entire distributions. We use daily returns on 6 … to February 2002 to search for skewness in the tails, in different intervals, and in the entire distributions using … limited evidence of statistically significant skewness in the tails, with more skewness closer to the means. Classification- …