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ArticlesPeer ReviewedFull Text
CAPM, Higher Co-moment and Factor Models of UK Stock Returns
Author / Creator:Hung, Daniel Chi-Hsiou ; Shackleton, Mark ; Xu, Xinzhong
Publisher:Oxford, UK; Malden, USA: Blackwell Publishing Ltd/Inc
Journal title:Journal of business finance & accounting, 2004-01, Vol.31 (1-2), p.87-112
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ArticlesPeer ReviewedFull Text
Higher‐order moments and asset pricing in the Australian stock market
Author / Creator:Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam
Publisher:Clayton: Blackwell Publishing Ltd
Journal title:Accounting and finance (Parkville), 2024-03, Vol.64 (1), p.75-128
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ArticlesPeer ReviewedFull Text
Persistence of multidimensional time‐varying skills of fund managers: A comparison of conventional and Islamic equity funds
Author / Creator:Nabi, Ghulam ; Rehman, Ramiz ; Ali, Rizwan ; Jadoon, Atif
Publisher:Chichester: Wiley Periodicals Inc
Journal title:Managerial and decision economics, 2024-03, Vol.45 (2), p.880-895
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ArticlesPeer ReviewedFull Text
Conditional relation between return and co-moments – an empirical study for emerging Indian stock market
Author / Creator:Chaudhary, Rashmi ; Misra, Dheeraj ; Bakhshi, Priti
Publisher:Sumy: Business Perspectives Ltd
Journal title:Investment management & financial innovations, 2020-07, Vol.17 (2), p.308-319
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ArticlesPeer ReviewedFull Text
A Novel Extended Higher-Order Moment Multi-Factor Framework for Forecasting the Carbon Price: Testing on the Multilayer Long Short-Term Memory Network
Author / Creator:Yun, Po ; Zhang, Chen ; Wu, Yaqi ; Yang, Xianzi ; Wagan, Zulfiqar
Publisher:Basel: MDPI AG
Journal title:Sustainability, 2020-03, Vol.12 (5), p.1869
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ArticlesFull Text
A co-kurtosis based dimensionality reduction method for combustion datasets
Author / Creator:Jonnalagadda, Anirudh ; Kulkarni, Shubham P ; Rodhiya, Akash ; Kolla, Hemanth ; Konduri Aditya
Publisher:Ithaca: Cornell University Library, arXiv.org
Journal title:arXiv.org, 2022-09
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ArticlesPeer ReviewedFull Text
Moment tests of independent components
Author / Creator:Amengual, Dante ; Fiorentini, Gabriele ; Sentana, Enrique
Publisher:Heidelberg: Springer
Journal title:SERIEs : journal of the Spanish Economic Association, 2022-05, Vol.13 (1), p.429-474
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ArticlesFull Text
A co-kurtosis PCA based dimensionality reduction with nonlinear reconstruction using neural networks
Author / Creator:Nayak, Dibyajyoti ; Jonnalagadda, Anirudh ; Balakrishnan, Uma ; Kolla, Hemanth ; Konduri Aditya
Publisher:Ithaca: Cornell University Library, arXiv.org
Journal title:arXiv.org, 2023-07
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ArticlesPeer ReviewedFull Text
Higher Co-Moment CAPM and Hedge Fund Returns
Author / Creator:Knif, Johan ; Koutmos, Dimitrios ; Koutmos, Gregory
Publisher:New York: Springer US
Journal title:Atlantic economic journal, 2020-03, Vol.48 (1), p.99-113
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ArticlesFull Text
Higher co-moments and asset pricing on emerging stock markets by quantile regression approach
Author / Creator:Huynh Luu Doc, Toan ; Nguyen, Sang Phu
Publisher:Prague Development Center
Journal title:Business and economic horizons, 2018, Vol.14 (1), p.132-142
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Newsletter articlesFull Text
Investigators at Indian Institute of Science Detail Findings in Kurtosis (A Co-kurtosis Pca Based Dimensionality Reduction With Nonlinear Reconstruction Using Neural Networks)
Publisher:NewsRX LLC
Journal title:Health & Medicine Week, 2024, p.2806
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Newsletter articlesFull Text
Researchers from Indian Institute of Science Provide Details of New Studies and Findings in the Area of Kurtosis (A Co-kurtosis Based Dimensionality Reduction Method for Combustion Datasets)
Publisher:NewsRX LLC
Journal title:Health & Medicine Week, 2023, p.5983
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Newsletter articlesFull Text
Researchers at Universita Cattolica del Sacro Cuore Publish New Data on Kurtosis (Least Quartic Regression Criterion to Evaluate Systematic Risk in the Presence of Co-Skewness and Co-Kurtosis)
Publisher:NewsRX LLC
Journal title:Health & Medicine Week, 2020, p.5722
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ArticlesFull Text
Small caps in international equity portfolios: the effects of variance risk
Author / Creator:Guidolin, Massimo ; Nicodano, Giovanna
Publisher:Berlin/Heidelberg: Springer-Verlag
Journal title:Annals of finance, 2009-01, Vol.5 (1), p.15-48
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ArticlesFull Text
Size and book to market effects vs co-skweness and co-kurtosis in explaining stock returns
Author / Creator:Lajili, Souad
Publisher:St. Louis: Federal Reserve Bank of St. Louis
Journal title:IDEAS Working Paper Series from RePEc, 2005-01
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ArticlesPeer ReviewedFull Text
Performance measurement models and their influence on net fundraising of investment funds
Author / Creator:Fernandes, Anderson Rocha de J. ; Fonseca, Simone Evangelista ; Iquiapaza, Robert Aldo
Publisher:São Paulo: Departamento de Contabilidade - FEA/USP
Journal title:Revista contabilidade & finanças, 2018-09, Vol.29 (78), p.435-451
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ArticlesPeer ReviewedFull Text
Moment Component Analysis: An Illustration With International Stock Markets
Author / Creator:Jondeau, Eric ; Jurczenko, Emmanuel ; Rockinger, Michael
Publisher:Alexandria: Taylor & Francis
Journal title:Journal of business & economic statistics, 2018-10, Vol.36 (4), p.576-598
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ArticlesPeer ReviewedFull Text
International Asset Allocation under Regime Switching, Skew, and Kurtosis Preferences
Author / Creator:Guidolin, Massimo ; Timmermann, Allan
Publisher:Oxford: Oxford University Press
Journal title:The Review of financial studies, 2008-04, Vol.21 (2), p.889-935
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ArticlesPeer ReviewedFull Text
Conventional and downside CAPM with higher-order moments: Evidence from emerging markets
Author / Creator:Markowski, Lesław
Publisher:Institute of Economic Research
Journal title:Equilibrium (Toruń ), 2024-03, Vol.19 (1), p.93-138
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ArticlesPeer ReviewedFull Text
GMM Estimation of Non-Gaussian Structural Vector Autoregression
Author / Creator:Lanne, Markku ; Luoto, Jani
Publisher:Alexandria: Taylor & Francis
Journal title:Journal of business & economic statistics, 2021, Vol.39 (1), p.69-81
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CAPM, Higher Co-moment and Factor Models of UK Stock Returns

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Higher‐order moments and asset pricing in the Australian stock market

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Persistence of multidimensional time‐varying skills of fund managers: A comparison of conventional and Islamic equity funds

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Conditional relation between return and co-moments – an empirical study for emerging Indian stock market

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A Novel Extended Higher-Order Moment Multi-Factor Framework for Forecasting the Carbon Price: Testing on the Multilayer Long Short-Term Memory Network

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A co-kurtosis based dimensionality reduction method for combustion datasets

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Moment tests of independent components

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A co-kurtosis PCA based dimensionality reduction with nonlinear reconstruction using neural networks

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Higher Co-Moment CAPM and Hedge Fund Returns

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Higher co-moments and asset pricing on emerging stock markets by quantile regression approach

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Investigators at Indian Institute of Science Detail Findings in Kurtosis (A Co-kurtosis Pca Based Dimensionality Reduction With Nonlinear Reconstruction Using Neural Networks)

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Researchers from Indian Institute of Science Provide Details of New Studies and Findings in the Area of Kurtosis (A Co-kurtosis Based Dimensionality Reduction Method for Combustion Datasets)

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Researchers at Universita Cattolica del Sacro Cuore Publish New Data on Kurtosis (Least Quartic Regression Criterion to Evaluate Systematic Risk in the Presence of Co-Skewness and Co-Kurtosis)

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Small caps in international equity portfolios: the effects of variance risk

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Size and book to market effects vs co-skweness and co-kurtosis in explaining stock returns

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Performance measurement models and their influence on net fundraising of investment funds

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Moment Component Analysis: An Illustration With International Stock Markets

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International Asset Allocation under Regime Switching, Skew, and Kurtosis Preferences

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Conventional and downside CAPM with higher-order moments: Evidence from emerging markets

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GMM Estimation of Non-Gaussian Structural Vector Autoregression

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