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Testing for skewness and kurtosis in the one-way error components model
(Elsevier Inc, 2013-11)
This paper derives tests for skewness and kurtosis for the panel data one-way error component model. The test statistics are based on the between and within transformations of the pooled OLS residuals, and are derived in ...
Strategic asset valuation: A model including asymmetry and kurtosis in its distribution in continuous time
(Dimitrie Cantemir Christian University, 2015-03)
The valuation of real assets is a complex problem which influences the strategic decision making in companies, such as decisions to differing or selling a project. Uncertainty takes over the manager when defining the ...
Tests for normality in linear panel data models
(Stata Press, 2015-04)
A new Stata command, xtsktest, is proposed to explore non-normalities in linear panel data models. The tests explore skewnessand excess kurtosis allowing researchers to identify departures away from gaussianity in both ...
CO-SKEWNESS AND CO-KURTOSIS IN THE ANALYSIS OF STOCK PRICING AT IBOVESPACoassimetria e cocurtose na análise dos preços das ações no mercado financeiro nacional
(Universidade Federal de Santa Maria, 2011)
Método predictivo de volatilidad tipo cambio
(Universidad de Costa Rica, 2011)
Technology-based Startup Valuation Using Real Options with Edgeworth Expansion
(Science and Education Publishing, 2013-10-16)
There exists extreme difficulties while trying to valuate, using traditional valuation methods, startup firms which are dedicated to technological development. Among those methods, we could mention the balance sheet-based ...
SOBRE A INTERPRETAÇÃO AMBIENTAL DE PARÂMETROS ESTATÍSTICOS GRANULOMÉTRICOS: EXEMPLOS DE SEDIMENTOS QUATERNÁRIOS DA COSTA BRASILEIRASOBRE A INTERPRETAÇÃO AMBIENTAL DE PARÂMETROS ESTATÍSTICOS GRANULOMÉTRICOS: EXEMPLOS DE SEDIMENTOS QUATERNÁRIOS DA COSTA BRASILEIRA
(Sociedade Brasileira de Geologia, 2018)
Unveiling early cortical and subcortical neuronal degeneration in ALS mice by ultra-high field diffusion MRI
(Taylor & Francis, 2019-10)
Amyotrophic lateral sclerosis (ALS) is a neurodegenerative disease primarily characterized by the progressive impairment of motor functions. However, a significant portion of affected patients develops severe cognitive ...
Single Field Inflation and non-Gaussianity
(American Physical Society, 2002-12)
We study non-Gaussian signatures on the cosmic microwave background (CMB) radiation predicted within inflationary models with non-vacuum initial states for cosmological perturbations. The model incorporates a privileged ...