Work

On more robust estimation of skewness and kurtosis

Year: 2004

Type: article

Source: Finance research letters

DOI: 10.1016/s1544-6123(03)00003-5

Authors: Tae-Hwan Kim, Halbert White

Institutions: University of Nottingham, Yonsei University, University of California San Diego

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2057622893

FWCI: 10.83

Cites: 21

Cited by: 519

Related to: 9