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Tables for the determination of the significance of skewness and of the significance of the difference in the skewness of two independent distributions

✍ Scribed by Erwin K. Taylor

Book ID
112727259
Publisher
Springer
Year
1947
Tongue
English
Weight
741 KB
Volume
12
Category
Article
ISSN
0033-3123

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The economic significance of conditional
The economic significance of conditional skewness in index option markets
✍ Ranjini Jha; Madhu Kalimipalli πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 279 KB πŸ‘ 2 views

## Abstract This study examines whether conditional skewness forecasts of the underlying asset returns can be used to trade profitably in the index options market. The results indicate that a more general skewness‐based option‐pricing model can generate better trading performance for strip and stra