Skewness and Increasing Kurtosis in Gram-Charlier GC and Johnson Distributions - Articles

Valuing European Put Options under Skewness and Increasing [Excess] Kurtosis (Articles)

John-Peter D. Chateau

Journal of Mathematical Finance Vol.4 No.3，May 6, 2014

DOI: 10.4236/jmf.2014.43015 4,418 Downloads 6,732 Views Citations
Jump Diffusion Modeling of Stock Prices on Ghana Stock Exchange (Articles)

Osei Antwi, Kyere Bright, Kwasi Awuah Wereko

Journal of Applied Mathematics and Physics Vol.8 No.9，September 7, 2020

DOI: 10.4236/jamp.2020.89131 664 Downloads 3,011 Views Citations
Abrasive WaterJet Machining of Thick Carrara Marble: Cutting Performance vs. Profile, Lagging and WaterJet Angle Assessments (Articles)

Mohammad S. Alsoufi, Dhia K. Suker, Mohammed W. Alhazmi, Sufyan Azam

Materials Sciences and Applications Vol.8 No.5，May 25, 2017

DOI: 10.4236/msa.2017.85025 1,426 Downloads 2,723 Views Citations
Granulometric and Sedimentologic Study of Beach Sediments, Lagos, Southwestern Nigeria (Articles)

Olusiji S. Ayodele, Henry Y. Madukwe

International Journal of Geosciences Vol.10 No.3，March 28, 2019

DOI: 10.4236/ijg.2019.103017 2,143 Downloads 6,473 Views Citations
Performance of Risk Measures in Portfolio Construction on Central and South-East European Emerging Markets (Articles)

Jelena Vidovic

American Journal of Operations Research Vol.1 No.4，December 5, 2011

DOI: 10.4236/ajor.2011.14027 4,118 Downloads 7,912 Views Citations
An Epsilon Half Normal Slash Distribution and Its Applications to Nonnegative Measurements (Articles)

Wenhao Gui, Pei-Hua Chen, Haiyan Wu

Open Journal of Optimization Vol.2 No.1，March 29, 2013

DOI: 10.4236/ojop.2013.21001 5,232 Downloads 10,834 Views Citations
Flexible Reduced Logarithmic-Inverse Lomax Distribution with Application for Bladder Cancer (Articles)

Mohamed M. Buzaridah, Dina A. Ramadan, Beih S. El-Desouky

Open Journal of Modelling and Simulation Vol.9 No.4，August 31, 2021

DOI: 10.4236/ojmsi.2021.94023 287 Downloads 1,216 Views Citations
Exploiting the European Volatility Index Features: Anti-Persistence, Skewness, Kurtosis, and the Role of the Hurst Exponent (Articles)

Michele Anelli, Michele Patanè, Stefano Zedda

Modern Economy Vol.14 No.5，May 31, 2023

DOI: 10.4236/me.2023.145034 141 Downloads 622 Views Citations
A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns (Articles)

Malay Bhattacharyya, Siddarth Madhav R

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21002 5,505 Downloads 11,023 Views Citations
Day-Ahead Probabilistic Load Flow Analysis Considering Wind Power Forecast Error Correlation (Articles)

Qiang Ding, Chuancheng Zhang, Jingyang Zhou, Sai Dai, Dan Xu, Zhiqiang Luo, Chengwei Zhai

Energy and Power Engineering Vol.9 No.4B，April 6, 2017

DOI: 10.4236/epe.2017.94B034 2,827 Downloads 3,772 Views Citations
Beta-Exponentiated Ishita Distribution and Its Applications (Articles)

Samuel Ugochukwu Enogwe, Gabriel Chuwukwuemeka Ibeh

Open Journal of Statistics Vol.11 No.5，October 8, 2021

DOI: 10.4236/ojs.2021.115041 259 Downloads 1,164 Views Citations
A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters (Articles)

Stafford Johnson, Amit Sen, Brian Balyeat

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21013 4,632 Downloads 8,461 Views Citations
On the Economic Premium Principle (Articles)

Kazuhiro Takino

Theoretical Economics Letters Vol.8 No.3，February 14, 2018

DOI: 10.4236/tel.2018.83036 752 Downloads 1,517 Views Citations
This article belongs to the Special Issue on Financial Derivatives
Comparison of SVM and ANN for classification of eye events in EEG (Articles)

Rajesh Singla, Brijil Chambayil, Arun Khosla, Jayashree Santosh

Journal of Biomedical Science and Engineering Vol.4 No.1，January 30, 2011

DOI: 10.4236/jbise.2011.41008 7,163 Downloads 15,481 Views Citations
A Class of Lindley and Weibull Distributions (Articles)

Said Hofan Alkarni

Open Journal of Statistics Vol.6 No.4，August 29, 2016

DOI: 10.4236/ojs.2016.64058 2,251 Downloads 3,878 Views Citations
Aversion to Risk and Downside Risk in the Large and in the Small under Non-Expected Utility: A Quantile Approach (Articles)

Jean-Paul Chavas, Kwansoo Kim

Theoretical Economics Letters Vol.5 No.6，December 29, 2015

DOI: 10.4236/tel.2015.56090 4,952 Downloads 6,853 Views Citations
Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets (Articles)

Patrick Kuok Kun

Journal of Mathematical Finance Vol.7 No.4，November 3, 2017

DOI: 10.4236/jmf.2017.74047 1,258 Downloads 3,538 Views Citations
Classification of Intervertebral Disc Degeneration in Low Back Pain Using Diffusional Kurtosis Imaging (Articles)

Hiromitsu Takano, Ikuho Yonezawa, Takatoshi Okuda, Kazuo Kaneko

Open Journal of Radiology Vol.10 No.2，June 10, 2020

DOI: 10.4236/ojrad.2020.102009 710 Downloads 2,254 Views Citations
New Probability Distributions in Astrophysics: I. The Truncated Generalized Gamma (Articles)

Lorenzo Zaninetti

International Journal of Astronomy and Astrophysics Vol.9 No.4，December 23, 2019

DOI: 10.4236/ijaa.2019.94027 507 Downloads 1,383 Views Citations
Product Market Competition and Economic Growth: The Role of Increasing Returns to Production Specialization (Articles)

Juin-jen Chang, Hsiao-wen Hung

Theoretical Economics Letters Vol.2 No.3，August 3, 2012

DOI: 10.4236/tel.2012.23043 4,752 Downloads 8,916 Views Citations

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