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 4,593 Downloads 7,227 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 821 Downloads 3,790 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 1,556 Downloads 3,155 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 2,594 Downloads 8,200 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 4,407 Downloads 8,480 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 5,410 Downloads 11,317 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 377 Downloads 1,586 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 290 Downloads 1,097 Views Citations
Bootstrap Implementation of Mardia’s K² Test and Performance Comparison with Royston’s H Test (Articles)

José Moral de la Rubia

Journal of Data Analysis and Information Processing Vol.14 No.1, February 5, 2026

DOI: 10.4236/jdaip.2026.141006 74 Downloads 337 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 2,978 Downloads 4,272 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 5,773 Downloads 11,626 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 381 Downloads 1,589 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 4,827 Downloads 8,959 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 892 Downloads 1,936 Views Citations
This article belongs to the Special Issue on Financial Derivatives
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 2,441 Downloads 4,457 Views Citations
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 7,502 Downloads 16,200 Views Citations
Dynamics of Antibody Responses to COVID-19 Vaccination in Senegalese Adults: A Multicentre Longitudinal Study (Articles)

Flore Biscotine N. Makoutchouang, Nalda Debsikréo, N’da Kouamé Nazaire Kouadio, Isaac Darko Otchere, Ndeye Dieynaba Diouf, Abdoulaye Leye Sarr, Mame Sokhna Gueye, Joséphine Khady Badiane, Ousmane Diouf, Aminata Mboup, Nafissatou Leye, Souleymane Mboup, Tandakha Ndiaye Dieye, Djibril Wade

Open Journal of Immunology Vol.16 No.1, March 31, 2026

DOI: 10.4236/oji.2026.161003 72 Downloads 540 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 5,140 Downloads 7,563 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 1,404 Downloads 4,101 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 866 Downloads 2,936 Views Citations

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