A GMM skewness and kurtosis ratio test for higher moment dependence
Woon K.Wong
| Year of publication: |
2020
|
|---|---|
| Authors: | Wong, Woon K. |
| Subject: | cumulants | kurtosis | moments | overlapping observations | skewness | Statistische Verteilung | Statistical distribution | Momentenmethode | Method of moments | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012232960