Can L-moments beat central moments in modelling risk? An empirical analysis

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.19, Iss.15, 2012-10, pp. : 1441-1447

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Modelling time of day substitution using the second moments of demand

By Hirschberg J. G.

Applied Economics, Vol. 32, Iss. 8, 2000-06 ,pp. : 979-986

Routledge Ltd

Access to resources Recommend Favorite

The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility

JOURNAL OF FORECASTING, Vol. 34, Iss. 3, 2015-04 ,pp. : 177-190

John Wiley & Sons Inc

Access to resources Recommend Favorite

The value of commuting time in an empirical on-the-job search model – an application based on moments from two samples

By Isacsson Gunnar Karlström Anders Swärdh Jan-Erik

Applied Economics, Vol. 45, Iss. 19, 2013-07 ,pp. : 2827-2837

Routledge Ltd

Access to resources Recommend Favorite

An investigation of the maximal moments of exchange rates

By Omran M. F.

Applied Economics Letters, Vol. 5, Iss. 10, 1998-10 ,pp. : 603-606

Routledge Ltd

Access to resources Recommend Favorite

Econometricians Have Their Moments: GMM at 32

THE ECONOMIC RECORD, Vol. 91, Iss. S1, 2015-06 ,pp. : 1-24

John Wiley & Sons Inc

Access to resources Recommend Favorite