Listar por tema "Skewness"

Further empirical evidence on stochastic volatility models with jumps in returns

González Urteaga, Ana

(Elsevier España, S.L., 2012) Artículo / Artikulua

Using the Efficient Method of Moments we estimate a continuous time diffusion for the stochastic volatility of some international stock market indices that allows for possible jumps in returns. These jumps are needed for ...

Modeling of surface roughness in honing processes by using fuzzy artificial neural networks

Buj Corral, Irene; Sender, Piotr; Luis Pérez, Carmelo

(MDPI, 2023) Artículo / Artikulua

Honing processes are abrasive machining processes which are commonly employed to improve the surface of manufactured parts such as hydraulic or combustion engine cylinders. These processes can be employed to obtain a ...

Skewed credit and growth dynamics

Estrada, Gemma; Erce Domínguez, Aitor; Park, Donghyun (World Scientific Publishing, 2022) Artículo / Artikulua

While a large empirical literature finds that financial development is beneficial for economic growth, recent evidence suggests otherwise. We contribute to this debate by examining the link between credit growth skewness ...