SKEWNESS

作品数:77被引量:77H指数:4
导出分析报告
相关领域:医药卫生更多>>
相关作者:许敏周洪涛关泽群周代梅王宗军更多>>
相关机构:华中科技大学湖北经济学院东南大学北京大学更多>>
相关期刊:更多>>
相关基金:国家自然科学基金国家重点基础研究发展计划国家高技术研究发展计划中国博士后科学基金更多>>
-

检索结果分析

结果分析中...
选择条件:
  • 期刊=Chinese Business Reviewx
条 记 录,以下是1-3
视图:
排序:
A Statistical Power Comparison of the Kolmogorov-Smirnov Two-Sample Test and the Wald Wolfowitz Test in Terms of Fixed Skewness and Fixed Kurtosis in Large Sample Sizes被引量:1
《Chinese Business Review》2013年第7期469-476,共8页Otuken SENGER 
In this study, the statistical powers of Kolmogorov-Smimov two-sample (KS-2) and Wald Wolfowitz (WW) tests, non-parametric tests used in testing data from two independent samples, have been compared in terms of fi...
关键词:Kolmogorov-Smimov Two-Sample (KS-2) test Wald Wolfowitz (WW) test statistical power SKEWNESS KURTOSIS 
A Correction for Classic Performance Measures
《Chinese Business Review》2012年第1期1-28,共28页Hayette Gatfaoui 
Non-normality in asset returns is now a common feature of financial markets. However, many practitioners as well as investors do still refer to classic risk adjusted performance measures to assess their investment. Fo...
关键词:hedge fund KURTOSIS PERFORMANCE Sharpe ratio SKEWNESS Treynor ratio 
Theoretical explanations to security analysts' forecast bias
《Chinese Business Review》2007年第5期1-4,共4页ZHAO Xiao-yan 
As the representative of mature investors, security analysts' recommendations are guidance for most investors, However, a great deal of studies nearly draws the consistent conclusion, i.e. they are not as smart as we...
关键词:security analysts' forecast optimistic bias earning skewness 
检索报告 对象比较 聚类工具 使用帮助 返回顶部