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Bibliografias temáticas / Skewness-Kurtosis relationship

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Artigos de revistas

Literatura científica selecionada sobre o tema "Skewness-Kurtosis relationship"

Autor: Grafiati

Publicado: 29 de março de 2025

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Artigos de revistas sobre o assunto "Skewness-Kurtosis relationship"

1

Chen, Xiaoyue, Bin Li, and Andrew C. Worthington. "Higher moments and US industry returns: realized skewness and kurtosis." Review of Accounting and Finance 20, no. 1 (2021): 1–22. http://dx.doi.org/10.1108/raf-06-2020-0171.

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Purpose The purpose of this paper is to examine the relationships between the higher moments of returns (realized skewness and kurtosis) and subsequent returns at the industry level, with a focus on both empirical predictability and practical application via trading strategies. Design/methodology/approach Daily returns for 48 US industries over the period 1970–2019 from Kenneth French’s data library are used to calculate the higher moments and to construct short- and medium-term single-sort trading strategies. The analysis adjusts returns for common risk factors (market, size, value, investmen

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2

Ahadzie, Richard Mawulawoe, Peterson Owusu Junior, and John Kingsley Woode. "The Impact of Sentiment on Realized Higher-Order Moments in the S&P 500: Evidence from the Fear and Greed Index." Journal of Risk and Financial Management 18, no. 1 (2024): 2. https://doi.org/10.3390/jrfm18010002.

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This study empirically investigates the relationship between realized higher-order moments and the Fear and Greed Index as a measure of sentiments. We estimate daily realized moments using 5 min return data of the S&P 500 index from 3 January 2011 to 18 September 2020. We find that the Fear and Greed Index significantly impacts realized volatility during periods of extreme fear. Additionally, various sentiment indicators influence realized skewness and realized kurtosis. The VIX index significantly reduces realized skewness across all sentiment levels. Bearish and bullish sentiments have a

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3

Schopflocher, T. P., and P. J. Sullivan. "The Relationship between Skewness and Kurtosis of A Diffusing Scalar." Boundary-Layer Meteorology 115, no. 3 (2005): 341–58. http://dx.doi.org/10.1007/s10546-004-5642-7.

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Sari, Eka Puspita. "Stock Liquidity and Return Distribution in Emerging Market." Cakrawala Repositori IMWI 7, no. 3 (2024): 976–89. http://dx.doi.org/10.52851/cakrawala.v7i3.673.

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Purpose: This study aims to illustrate the relationship between the liquidity of a stock and the return distribution of all companies listed on the Indonesian Stock Exchange. Design/methodology/approach: The correlation between stock liquidity and return distribution, represented using skewness and kurtosis methods, was determined by the author through two-way tests using line regression (fixed cross-section regression) and machine learning (random forest regressor) for Indonesia data Stock exchange from 2014 to 2023. Findings: The results indicate a connection between stock liquidity and retu

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Trenggono, Mukti, Roy Andreas, Amron Amron, et al. "An Assessment of Cilacap Coast's Total Carbonate Sediment Content." Jurnal Kelautan Tropis 24, no. 1 (2020): 15–24. http://dx.doi.org/10.14710/jkt.v24i1.8849.

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Sediments are particles derived from the dismantling of rocks from the land and pieces of shell and remains of marine organisms that contain organic matter, included carbonate sediment. The total carbonate sediment content was influenced by many factors, such as sediment grain type. This study aimed to determine the carbonate content in sediments and to determine their relationship to the sediment grain characteristic on the Cilacap coast. The sediment's carbonate content used the titration method, while the sediment grain test used a dry filter. Statistical analysis was used to determine the

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6

Ayılgan, Ercan, Damla Özsoy, Yeliz Ay Yıldız, and İbrahim Şahin. "Investigation of the relationship between emotional intelligence and psychological resilience in female football players." Revista de Gestão e Secretariado (Management and Administrative Professional Review) 14, no. 10 (2023): 17224–35. http://dx.doi.org/10.7769/gesec.v14i10.2937.

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In the study, it was aimed to investigate the relationship between emotional intelligence and psychological resilience levels of female football players. The sample of the research consists of 276 female football players selected by convenience sampling method. As a data collection tool, the "Emotional Intelligence Trait Scale (TE1Qqu-SF) Short Form" scale and the "Short Psychological Resilience Scale" were adapted and used in the last part. The data that obtained from female football players were analyzed statistically with the SPSS package program. The statistical information of the particip

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Henderson, Daniel J., Anne-Charlotte Souto, and Le Wang. "Higher-Order Risk–Returns to Education." Journal of Risk and Financial Management 13, no. 11 (2020): 253. http://dx.doi.org/10.3390/jrfm13110253.

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In the traditional human capital framework, education is often considered as an investment, rather than consumption, while consumption is not necessarily precluded. Whether education is an investment is empirically unclear and relatively under-explored. We shed light on this issue by estimating the risk–return trade-off in the context of education. If education is indeed an investment, risk could play an important role in individual educational decisions just as with risky assets. As portfolio theory predicts, there could be a trade-off between returns to education and risks concerning those r

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Temel, Veysel, and Murat Tekin. "The positive emotions: Positive perception and social well-being levels of the university students." Journal of Education and Learning (EduLearn) 17, no. 4 (2023): 677–84. http://dx.doi.org/10.11591/edulearn.v17i4.20978.

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A positive perception situation positively increases the person’s worthiness, self-confidence and perspective towards time. The current study determined the relationship between the positive perception and social well-being levels of students during the COVID-19 quarantine period. The study group consisted of 236 students, 110 females and 126 males (mean age=21.30±1.99). Positive perception scale and social well-being scale were used. Skewness-kurtosis normality distribution test was used to determine whether the measurements are suitable for normal distribution. Skewness-kurtosis technique sh

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Alberghi, S., A. Maurizi, and F. Tampieri. "Relationship between the Vertical Velocity Skewness and Kurtosis Observed during Sea-Breeze Convection." Journal of Applied Meteorology 41, no. 8 (2002): 885–89. http://dx.doi.org/10.1175/1520-0450(2002)041<0885:rbtvvs>2.0.co;2.

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Królczyk, Jolanta B. "Metrological changes in the surface morphology of cereal grains in the mixing process." International Agrophysics 30, no. 2 (2016): 193–202. http://dx.doi.org/10.1515/intag-2015-0090.

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Abstract The paper presents a new idea of approach to the analysis of surface morphology of cereal grains. In this paper, the surfaces of maize were analyzed using an optical 3D measurement system to determine the surface morphology and parameters of surface topography. It was established how changes in the moisture influence on the surface characteristics. Comprehensive parametric analysis was conducted for maize grains with different moisture contents. The objective of this study was to comprehensively characterize the surface morphology of maize in contact area using standardized 3D roughne

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