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Non-normal distributions were generated using the procedure proposed by Fleishman (1978), which uses a polynomial transformation to generate data with specific values of skewness and kurtosis.
However, when risk is measured with others moments of the probability distribution, such as kurtosis and skewness, they do not differ significantly.
We now turn to our second research question, which asks how the dispersion and skewness of wages and skills vary across the 20 median-wage ventiles.
This skewness is measured on a 12 month interval in relationship with stock volatility and compared with single market standard deviation.
Carr and Wu (2007) investigated exchange rate dynamics of the pairs USDJPY and GBPUSD, developing a model that delivers stochastic volatility and skewness, influenced by the time-varying feature of risk reversals found in the data.
norm] was assumed to be an exponential function of the skewness for [T.
But the l-diversity does not consider about overall distribution of sensitive values which is vulnerable to probabilistic inference attack or skewness attack.
However, the kurtosis and skewness are smaller than in the NT data.
The researchers measured skewness patterns and other business trends within industries, from manufacturers to mom-and-pop retailers to technology start-up firms.
The authors gave empirical evidence suggesting that the relationship between the kurtosis and skewness of the variations was best explained by the CAM model.
If extreme events tend to occur more frequently than normal events, then skewness and kurtosis of nonnormal distributions play an essential role for the volatility smile.