Assessing skewness in financial markets

DOI10.1111/STAN.12273MaRDI QIDQ6068052zbMATH OpenOpenAlexFDO

Authors Giovanni Campisi, Luca La Rocca, Silvia Muzzioli

Publication date 15 December 2023

Published in Statistica Neerlandica (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1111/stan.12273

zbMATH Keywords

convex orderingdistribution asymmetryrisk asymmetryunimodalityvolatility

Mathematics Subject Classification ID

Distribution theory (60Exx) Statistical distribution theory (62Exx) Parametric inference (62Fxx)

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Cited in

(2)

• scientific article; zbMATH DE number 5010393 (Why is no real title available?)
• Eliciting univariate priors for binomial sampling models: beyond the beta distribution

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