On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
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 |
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