Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics

Higher moments at any horizon

Versione 1.1.0.0 (3,54 KB)
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9 mag 2011

Al momento, stai seguendo questo contributo

To walk through the code and for a thorough description, refer to

Meucci, A. (2010) "Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics"

Latest version of article and code available at http://symmys.com/node/136

Cita come

Attilio Meucci (2026). Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics (https://it.mathworks.com/matlabcentral/fileexchange/31306-annualization-and-general-projection-of-skewness-kurtosis-and-all-summary-statistics), MATLAB Central File Exchange. Recuperato .

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1.1.0.0

updated references
1.0.0.0