The Bootstrap Approach for Testing Skewness Persistence

DOI10.1287/MNSC.39.4.487MaRDI QIDQ4202465zbMATH OpenOpenAlexFDO

Authors Krishnamurty Muralidhar

Publication date 31 August 1993

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.39.4.487

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99) Case-oriented studies in operations research (90B90)

Cited in

(2)

• Time-varying risk attitude and conditional skewness
• A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS

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