On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
by Tae-Hwan Kim and Halbert White
| Year of publication: |
2003
|
|---|---|
| Authors: | Kim, Tae-hwan ; White, Halbert |
| Publisher: |
La Jolla, Calif. |
| Subject: | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Aktienindex | Stock index | USA | United States |
| Extent: | 16, [35] S graph. Darst |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. - Vol. 2003,12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.econ.ucsd.edu/papers/2003.html |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002118385