//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Skewness"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
10
Volatilität
10
Capital income
7
Kapitaleinkommen
7
Theorie
6
Theory
6
Option pricing theory
4
Optionspreistheorie
4
Statistical distribution
4
Statistische Verteilung
4
skewness
4
Börsenkurs
3
CAPM
3
Risikoprämie
3
Risk premium
3
Share price
3
Skewness
3
ARCH model
2
ARCH-Modell
2
Anlageverhalten
2
Behavioural finance
2
Estimation
2
Forecasting model
2
Option trading
2
Optionsgeschäft
2
Prognoseverfahren
2
Risiko
2
Risk
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Welt
2
World
2
asset pricing
2
risk-neutral skewness
2
Agent-based model
1
Agent-based modeling
1
Agentenbasierte Modellierung
1
Aktienindex
1
Aktienmarkt
1
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Blau, Benjamin
2
Elyasiani, Elyas
2
Gambarelli, Luca
2
Muzzioli, Silvia
2
Barbachan, José Santiago Fajardo
1
Bastianin, Andrea
1
Belhachemi, Rachid
1
Dong, Qingma
1
Guo, Haifeng
1
Liu, Hailong
1
Liu, Qing
1
Ma, Jun
1
Mohammadpour, Adel
1
Mukhoti, Sujay
1
Naghshineh A., Omid
1
Pfiffelmann, Marie
1
Racicot, François-Éric
1
Ranjan, Pritam
1
Rostan, Pierre
1
Salavati, Erfan
1
Shang, Yuhuang
1
Sui, Cong
1
Sun, Xiaolin
1
Wang, Shouyang
1
Whitby, Ryan J.
1
Yaakoubi, Soumaya
1
Zare, Mohammad
1
Ze-To, Samuel Yau Man
1
more ...
less ...
Published in...
All
Applied economics
IMF Working Papers
61
MPRA Paper
25
Finance research letters
20
Journal of financial economics
19
Journal of banking & finance
17
IZA Discussion Papers
15
CESifo Working Paper
13
CESifo working papers
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
CEPR Discussion Papers
12
International review of financial analysis
12
Management Science
12
Statistics & Probability Letters
12
Annals of the Institute of Statistical Mathematics
11
Journal of Applied Statistics
11
Journal of international financial markets, institutions & money
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working Paper
11
Discussion papers / CEPR
10
International review of economics & finance : IREF
10
The European Journal of Finance
10
Pacific-Basin finance journal
9
Research in international business and finance
9
Statistical Papers / Springer
9
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
9
Applied economics letters
8
Cahiers de recherche
8
Economics letters
8
Journal of Multivariate Analysis
8
Journal of economic dynamics & control
8
Research paper series / Swiss Finance Institute
8
Statistical Methods and Applications
8
CREATES Research Papers
7
ICMA Centre Discussion Papers in Finance
7
Journal of empirical finance
7
Journal of international money and finance
7
Econometrics
6
Economics Bulletin
6
International journal of forecasting
6
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investor sentiment and
skewness
risk premium
Yaakoubi, Soumaya
- In:
Applied economics
56
(
2024
)
35
,
pp. 4194-4208
Persistent link: https://www.econbiz.de/10014559279
Saved in:
2
The use of option prices to assess the
skewness
risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
Saved in:
3
The dynamic impacts of
skewness
on the risk-return relationship in the dry bulk spot freight rates and FFAs
Sun, Xiaolin
;
Ma, Jun
;
Guo, Haifeng
;
Liu, Hailong
- In:
Applied economics
55
(
2023
)
18
,
pp. 1991-2004
Persistent link: https://www.econbiz.de/10014294827
Saved in:
4
Market volatility, market
skewness
, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Saved in:
5
Skewness
, short interest and the efficiency of stock prices
Blau, Benjamin
;
Whitby, Ryan J.
- In:
Applied economics
50
(
2018
)
20
,
pp. 2229-2242
Persistent link: https://www.econbiz.de/10011850123
Saved in:
6
The
skewness
index : uncovering the relationship with volatility and market returns
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
53
(
2021
)
31
,
pp. 3619-3635
Persistent link: https://www.econbiz.de/10012589497
Saved in:
7
An agent-based model and detect price manipulation based on intraday transaction data with simulation
Zare, Mohammad
;
Naghshineh A., Omid
;
Salavati, Erfan
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 4931-4949
Persistent link: https://www.econbiz.de/10012609914
Saved in:
8
Oil volatility forecasting and risk allocation : evidence from an extended mixed-frequency volatility model
Shang, Yuhuang
;
Dong, Qingma
- In:
Applied economics
53
(
2021
)
10
,
pp. 1127-1142
Persistent link: https://www.econbiz.de/10012425453
Saved in:
9
Robust measures of
skewness
and kurtosis for macroeconomic and financial time series
Bastianin, Andrea
- In:
Applied economics
52
(
2020
)
7
,
pp. 637-670
Persistent link: https://www.econbiz.de/10012197454
Saved in:
10
A new class of discrete-time stochastic volatility model with correlated errors
Mukhoti, Sujay
;
Ranjan, Pritam
- In:
Applied economics
51
(
2019
)
3
,
pp. 259-277
Persistent link: https://www.econbiz.de/10012160495
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->