On more robust estimation of skewness and kurtosis

Finance Research Letters

Volumn 1, Issue 1, 2004, Pages 56-73

  Kim, Tae Hwan ^a,b   White, Halbert ^c  

^a UNIVERSITY OF NOTTINGHAM   (United Kingdom)

^b Yonsei University   (South Korea)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Kurtosis; Quantiles; Robustness; Skewness

Indexed keywords

EID: 3242709725     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1544-6123(03)00003-5     Document Type: Article

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