Articles with "skew phenomenon" as a keyword



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An Empirical Investigation to the “Skew” Phenomenon in Stock Index Markets: Evidence from the Nikkei 225 and Others

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Published in 2019 at "Sustainability"

DOI: 10.3390/su11247219

Abstract: The skew processes have recently received much attention, owing to their capacity to describe controlled dynamics. In this paper, we employ the skew geometric Brownian motion (SGBM) to depict nine major stock index markets. The… read more here.

Keywords: phenomenon; index markets; stock index; skew phenomenon ... See more keywords