Coskewness and cokurtosis in futures markets

Journal of Empirical Finance

Volumn 8, Issue 1, 2001, Pages 55-81

  Christie David, Rohan ^a   Chaudhry, Mukesh ^b  

^a Department of Economics   (United States)

^b MARSHALL UNIVERSITY   (United States)

Author keywords

Asset pricing; Cokurtosis; Coskewness; G12; G14; Return generating process

Indexed keywords

EID: 0042832391     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(01)00020-2     Document Type: Article

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