Assessing skewness in financial markets

DOI10.1111/STAN.12273OpenAlexW4281629413MaRDI QIDQ6068052

Silvia Muzzioli, Giovanni Campisi, Luca La Rocca

Publication date: 15 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

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

zbMATH Keywords

volatilityunimodalityconvex orderingdistribution asymmetryrisk asymmetry

Mathematics Subject Classification ID

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

Cites Work

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