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Skewness risk
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21	Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-09-08 10:22:52 Economics Volatility Capital asset pricing model Stochastic volatility Eric Ghysels Valuation of options Black–Scholes Option Skewness risk Mathematical finance Financial economics Finance
22	Financial Markets and Portfolio Management manuscript No. (will be inserted by the editor) Measuring risk of short return series with an application to fund of hedge fund data Wolfgang Breymann · David Lüthi · Add to Reading List Source URL: sml.zhaw.ch Language: English - Date: 2013-08-19 08:22:25 Investment Mathematical finance Skewness Kurtosis Normal distribution Normal-inverse Gaussian distribution Generalized normal distribution Generalised hyperbolic distribution Fat-tailed distribution Statistics Mathematical analysis Probability theory
23	Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-09-08 10:22:52 Economics Volatility Capital asset pricing model Stochastic volatility Eric Ghysels Valuation of options Black–Scholes Option Skewness risk Mathematical finance Financial economics Finance
24	Federal Reserve Bank of New York Staff Reports What Do Data on Millions of U.S. Workers Reveal about Life-Cycle Earnings Risk? Fatih Guvenen Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2015-02-04 14:36:05 Skewness Normal distribution Social Security Variance Panel Study of Income Dynamics Statistics Data analysis Kurtosis
25	SOME CHARACTERISTICS OF THE FINANCIAL DATA SERIES Ph.D Senior Lecturer Gheorghe SĂVOIU University of Piteşti Abstract This paper attempts to delineate from a theoretical of view the Add to Reading List Source URL: www.revistadestatistica.ro Language: English - Date: 2014-02-03 02:50:20 Bucharest Stock Exchange Mathematical finance Kurtosis Normality test Skewness Normal distribution Black Entertainment Television Value at risk Statistics Economy of Romania Jarque–Bera test
26	THE JOURNAL OF FINANCE • VOL. LV, NO. 3 • JUNE[removed]Conditional Skewness in Asset Pricing Tests CAMPBELL R. HARVEY and AKHTAR SIDDIQUE* ABSTRACT If asset returns have systematic skewness, expected returns should inc Add to Reading List Source URL: faculty.fuqua.duke.edu Language: English - Date: 2000-05-03 16:39:26 Economics Financial markets Financial risk Investment Capital asset pricing model Modern portfolio theory Beta Skewness risk Risk premium Financial economics Mathematical finance Finance
27	the right choice in financial technology solutions A Simulation Approach to Electricity Risk Management Version: 1.1.0 Add to Reading List Source URL: www.tta.com.au Language: English - Date: 2014-02-03 17:26:46 Kurtosis Skewness Volatility Computer simulation Futures contract Fat-tailed distribution Electricity market Simulation Normal distribution Statistics Mathematical finance Mathematical sciences
28	Introduction Process Model Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2012-05-10 23:32:52 Economics Mathematical finance Asset allocation Tactical asset allocation Portfolio Skewness Volatility Risk factor Futures contract Financial economics Investment Finance
29	The Quarterly Review Of Interest Rate Risk Volume 5, Issue 3 Third Quarter, 2000 Add to Reading List Source URL: www.occ.gov Language: English - Date: 2012-04-13 14:28:03 Cooperative banking Savings and loan association Skewness Bond duration Statistic Kurtosis Sample maximum and minimum Sensitivity and specificity Mean Statistics Statistical theory Financial institutions
30	The Quarterly Review of Interest Rate Risk Volume 3, Number 4 Fourth Quarter, 1998 Add to Reading List Source URL: www.occ.gov Language: English - Date: 2012-04-13 14:19:29 Cooperative banking Savings and loan association Bond duration Federal Home Loan Banks Office of Thrift Supervision Skewness Sensitivity and specificity Statistics Financial institutions Biostatistics

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