Right and left kurtosis measures: large sample estimation and an application to financial returns (Q6537780)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Right and left kurtosis measures: large sample estimation and an application to financial returns |
scientific article; zbMATH DE number 7847430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Right and left kurtosis measures: large sample estimation and an application to financial returns |
scientific article; zbMATH DE number 7847430 |
Statements
Right and left kurtosis measures: large sample estimation and an application to financial returns (English)
0 references
14 May 2024
0 references
financial market risk
0 references
Gini's concentration
0 references
heavy tails
0 references
\(L\)-statistics
0 references
standard fourth moment
0 references
