In addition, the momentum gap in the U.S. exhibits considerable skewness and kurtosis, while the momentum gap in Taiwan does not. This suggests that it is relatively difficult to identify extreme values of the momentum gap in Taiwan. As a result, the momentum gap under the price-limit ...
KURIACHAN AND VINSON 291 ANOVA including random assignment of queens to experimental units, normal- 292 ity (the F test is know for its robustness with respect to heterogeneity of vari- 293 ance, platykurtosis and skewness), and the independence of mean square between 294 groups/mean square wi...
Min.SDSkewnessKurtosis Low search intensity Q1 0.144 0.326 9.611 −8.334 2.411 −0.192 4.453 Q2 0.243 0.430 8.471 −8.145 2.359 −0.257 4.137 Q3 0.311 0.635 10.142 −8.358 2.344 −0.255 4.928 Q4 0.371 0.500 8.409 −7.275 2.381 −0.268 3.992 High search intensity Q5 0.608 0.829 ...
Using S&P 500 Index options data to measure market volatility, skewness, and kurtosis, the authors seek to determine whether innovations in these market mo... TMA Cfa - 《Journal of Polymer Science A Polymer Chemistry》 被引量: 165发表: 2013年 Do Sales–Price and Debt–Equity Explain Stock ...
According to the characteristic of the SFA model, before doing an SFA analysis, the skewness and kurtosis test [63] is used to test the negative skewness of the OLS residuals, in order to reject the null hypothesis of zero skewness in the errors and to check whether the stochastic frontier...