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Books on the topic 'And Skewness'

Author: Grafiati
Published: 2 June 2025
Last updated: 31 July 2025

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1

Javaheri, Alireza. Inside volatility filtering: The secrets of skewness. John Wiley & Sons, Inc., 2015.

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2

Das, Shubhabrata. On a new measure of skewness for unimodal distributions. Indian Institute of Management, 2003.

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3

Chen, Joseph. Forecasting crashes: Trading volume, past returns and conditional skewness in stock prices. National Bureau of Economic Research, 2000.

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4

Mills, T. C. Modelling skewness and kurtosis in the London Stock Exchange FT-SE return distributions. University of Hull, Department of Economics, 1993.

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5

Deissler, Robert G. Numerical solution for the velocity-derivative skewness of a low-Reynolds-number decaying Navier-Stokes flow. National Aeronautics and Space Administration, 1990.

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6

Ben, Munk, and Lewis Research Center, eds. The reflection and transmission properties of a triple band dichroic surface: Final technical report. The Ohio State University, ElectroScience Laboratory, 1990.

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7

Center, Langley Research, ed. Static performance investigation of a skewed-throat multiaxis thrust-vectoring nozzle concept. National Aeronautics and Space Administration, Langley Research Center, 1994.

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8

Javaheri, Alireza. Inside Volatility Arbitrage: The Secrets of Skewness. Wiley & Sons, Incorporated, John, 2011.

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9

Javaheri, Alireza. Inside Volatility Arbitrage: The Secrets of Skewness. Wiley & Sons, Incorporated, John, 2007.

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10

Inside Volatility Arbitrage : The Secrets of Skewness. Wiley, 2005.

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11

Mendez-Ramos, Fabian. Variance and Skewness in Density Predictions: A World GDP Growth Forecast Assessment. World Bank, Washington, DC, 2017. http://dx.doi.org/10.1596/33116.

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12

Alles, Lakshman Anuruddha. An investigation of the variation of skewness in asset returns and its estimation. 1991.

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13

Back, Kerry E. Utility and Risk Aversion. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0001.

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Abstract:
Expected utility is introduced. Risk aversion and its equivalence with concavity of the utility function (Jensen’s inequality) are explained. The concepts of relative risk aversion, absolute risk aversion, and risk tolerance are introduced. Certainty equivalents are defined. Expected utility is shown to imply second‐order risk aversion. Linear risk tolerance (hyperbolic absolute risk aversion), cautiousness parameters, constant relative risk aversion, and constant absolute risk aversion are described. Decreasing absolute risk aversion is shown to imply a preference for positive skewness. Prefe
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14

A New Sequential Goodness of Fit Test for the Three-Parameter Weibull Distribution with Known Shape Based on Skewness and Kurtosis. Storming Media, 1998.

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15

A New Sequential Goodness of Fit Test for the Three-Parameter Gamma Distribution with Known Shape Based on Skewness and Kurtosis. Storming Media, 1999.

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16

Risk and Performance Evaluation With Skewness and Kurtosis for Conventional and Alternative Investments (Europaische Hochschulschriften. Reihe V, Volks- Und Betriebswirtschaft, Bd. 2984.). Peter Lang Publishing, 2004.

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17

Risk And Performance Evaluation With Skewness And Kurtosis For Conventional And Alternative Investments (Europaische Hochschulschriften. Reihe V, Volks- Und Betriebswirtschaft, Bd. 2984.). Peter Lang Pub Inc, 2004.

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18

A New Sequential Goodness-of-Fit Test for a Family of Two Parameter Gamma Distributions with Known Shape Based on Skewness and Q-statistic. Storming Media, 1999.

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19

A New Sequential Goodness-Of-Fit-Test for the Three-Parameter Weibull Distribution with Known Shape Parameter Value Based on Skewness and Q-Statis G. O.F. Test Statistics. Storming Media, 1999.

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