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A characterization of the coskewness-cokurtosis pricing model
Back, Kerry E. - In: Economics letters 125 (2014) 2, pp. 219-222
Persistent link: https://www.econbiz.de/10010505382
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Kernel-based testing with skewed and heavy-tailed data : evidence from a nonparametric test for heteroskedasticity
Henderson, Daniel J.; Sheehan, Alice - In: Economics letters 172 (2018), pp. 8-11
Persistent link: https://www.econbiz.de/10012022060
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On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs
Peel, David; Zhang, Jie - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071334
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Kurtosis analysis in GARCH models with Gram-Charlier-like innovations
Vacca, Gianmarco; Zoia, Maria Grazia - In: Economics letters 183 (2019), pp. 1-5
Persistent link: https://www.econbiz.de/10012122539
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Efficiency improvements for minimum distance estimation of causal and invertible ARMA models
Lobato, Ignacio N.; Velasco, Carlos - In: Economics letters 162 (2018), pp. 150-152
Persistent link: https://www.econbiz.de/10011939823
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Moral hazard with the (unlikely) possibility of catastrophes
Bednarek, Ziemowit; Patel, Pratish - In: Economics letters 124 (2014) 3, pp. 386-388
Persistent link: https://www.econbiz.de/10010495165
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Asymmetric business cycles and sovereign default
Gordon, Grey; Guerrón-Quintana, Pablo A. - In: Economics letters 161 (2017), pp. 116-119
Persistent link: https://www.econbiz.de/10011904386
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Nearly unbiased estimation of sample skewness
Li, Yifan - In: Economics letters 192 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012508586
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A test of symmetry based on L-moments with an application to the business cycles of the G7 economies
Bastianin, Andrea; Manera, Matteo - In: Economics letters 198 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012605747
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A specification test for the composed error term in the stochastic frontier model
Papadopoulos, Alecos; Parmeter, Christopher F. - In: Economics letters 233 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014505139