Asymmetries and tails in stock index returns: are their distributions really asymmetric?
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Cites work
- An approximate method for generating asymmetric random variables
- An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry
- Empirical properties of asset returns: stylized facts and statistical issues
- Gamblers favor skewness, not risk: Further evidence from United States' lottery games
- scientific article; zbMATH DE number 427543 (Why is no real title available?)
- Skewness in individual stocks at different investment horizons
- What good is a volatility model?
Cited in
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- A test for asymmetry of intra-day returns of stocks
- Skewness in individual stocks at different investment horizons
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- ASYMMETRY OF RETURNS IN THE AUSTRALIAN STOCK MARKET
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