The research views expressed herein are those of the author and do not necessarily represent the views of CME Group or its affiliates. All examples in this presentation are hypothetical ...

There is strong evidence of a negative cross-sectional relationship between realized skewness and future stock returns - stocks with negative skewness are compensated with high future returns for ...

Cross-Asset Volatility: Implied volatilities fell across asset classes again last week following the US-China tariff reprieve, with equity and credit implied volatilities dropping the most. The VIX ...

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.

As the electronics industry enters the less-than-100-nm-transistor era, delay sensitivity has also begun to venture into the picosecond range. You can also infer this high degree of timing accuracy by ...