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ArticlesPeer ReviewedFull Text
Another look at contagion across United States and European financial markets: Evidence from the credit default swaps markets
Author / Creator:Tsionas, Mike G. ; Apergis, Nicholas
Publisher:Chichester, UK: John Wiley & Sons, Ltd
Journal title:International journal of finance and economics, 2023-01, Vol.28 (1), p.1137-1155
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ArticlesPeer ReviewedFull Text
Co-Kurtosis and Capital Asset Pricing
Author / Creator:Fang, Hsing ; Lai, Tsong-Yue
Publisher:Oxford, UK: Blackwell Publishing Ltd
Journal title:The Financial review (Buffalo, N.Y.), 1997-05, Vol.32 (2), p.293-307
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ArticlesPeer ReviewedFull Text
Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets
Author / Creator:Neslihanoglu, Serdar ; Sogiakas, Vasilios ; McColl, John H. ; Lee, Duncan
Publisher:Chichester: Wiley Periodicals Inc
Journal title:Journal of forecasting, 2017-12, Vol.36 (8), p.867-897
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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
Least Quartic regression criterion to evaluate systematic risk in the presence of co-skewness and co-kurtosis
Author / Creator:Arbia, Giuseppe ; Bramante, Riccardo ; Facchinetti, Silvia
Publisher:Basel: MDPI
Journal title:Risks (Basel), 2020-09, Vol.8 (3), p.1-14
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ArticlesFull Text
Exploring Downside Co-Skewness and Upside Co-Kurtosis: Implications for Asset Pricing Models
Author / Creator:Lohano, Kiran Kiran ; Kashif, Muhammad
Publisher:Islamabad: Air University Faculty of Administrative Sciences
Journal title:Journal of Business & Economics, 2024-01, Vol.16 (1), p.1-16
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ArticlesPeer ReviewedFull Text
Contribution of Co-Skewness and Co-Kurtosis of the Higher Moment CAPM for Finding the Technical Efficiency
Author / Creator:Hasan, Md. Zobaer ; Kamil, Anton Abdulbasah
Publisher:Cairo, Egypt: Hindawi Puplishing Corporation
Journal title:Economics research international, 2014-01, Vol.2014 (2014), p.1-9
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ArticlesPeer ReviewedFull Text
Extremal dependence tests for contagion
Author / Creator:Fry-McKibbin, Renée ; Hsiao, Cody Yu-Ling
Publisher:New York: Taylor & Francis Ltd
Journal title:Econometric reviews, 2018-07, Vol.37 (6), p.626-649
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ArticlesPeer ReviewedFull Text
Higher-order comoments and asset returns: evidence from emerging equity markets
Author / Creator:Vo, Xuan Vinh ; Tran, Thi Tuan Anh
Publisher:New York: Springer US
Journal title:Annals of operations research, 2021-02, Vol.297 (1-2), p.323-340
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ArticlesPeer ReviewedFull Text
Co-skewness and Co-kurtosis in Global Real Estate Securities
Author / Creator:Liow, Kim Hiang ; Chan, Lanz C. W. J.
Publisher:Taylor & Francis
Journal title:Journal of property research, 2005-06, Vol.22 (2-3), p.163-203
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ArticlesPeer ReviewedFull Text
The Role of Co-Kurtosis in the Pricing of Real Estate
Author / Creator:Yang, Chih-Yuan ; Chen, Ming-Chi
Publisher:Boston: American Real Estate Society
Journal title:The journal of real estate portfolio management, 2009-04, Vol.15 (2), p.185-196
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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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Another look at contagion across United States and European financial markets: Evidence from the credit default swaps markets

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Co-Kurtosis and Capital Asset Pricing

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Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets

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CAPM, Higher Co-moment and Factor Models of UK Stock Returns

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Least Quartic regression criterion to evaluate systematic risk in the presence of co-skewness and co-kurtosis

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Exploring Downside Co-Skewness and Upside Co-Kurtosis: Implications for Asset Pricing Models

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Contribution of Co-Skewness and Co-Kurtosis of the Higher Moment CAPM for Finding the Technical Efficiency

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Extremal dependence tests for contagion

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Higher-order comoments and asset returns: evidence from emerging equity markets

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Co-skewness and Co-kurtosis in Global Real Estate Securities

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The Role of Co-Kurtosis in the Pricing of Real Estate

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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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