Cboe SKEW Index: How It Measures Volatility and Predicts Risk

Discover how the Cboe SKEW Index assesses market volatility and perceived tail-risk in the S&P 500, despite its limitations as a predictive tool.
San Francisco Fed

Treasury Yield Skewness

This data series is part of the Center for Monetary Research. Treasury Yield Skewness is a daily indicator measuring the risks to the future outlook for interest rates, based on prices of Treasury ...
Nature

Skew-Normal Distributions and Their Applications

Skew‐normal distributions extend the traditional normal model by incorporating a parameter that accounts for asymmetry, thereby providing a more flexible framework for modelling real‐world data.
JSTOR Daily

Inference in the Growth Curve Model under Multivariate Skew Normal Distribution

Sankhyā: The Indian Journal of Statistics, Series B (2008-), Vol. 82, No. 1 (May 2020), pp. 34-69 (36 pages) Existing methods for estimating the parameters of the Growth Curve Model (GCM) rely on the ...
Investopedia

Distribution Yield: Definition, What It Measures, and Calculation

What Is a Distribution Yield? A distribution yield is the measurement of cash flow paid by an exchange-traded fund (ETF), a real estate investment trust (REIT), or another type of income-paying ...