JOURNAL ARTICLE
Skewness and Kurtosis Persistence: Conventional vs. Robust Measures
Year: 2011 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Kurtosis Skewness Persistence (discontinuity) Statistics Econometrics Mathematics Engineering
Metrics
5
Cited By
0.00
FWCI (Field Weighted Citation Impact)
33
Refs
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Complex Systems and Time Series Analysis
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Financial Markets and Investment Strategies
Social Sciences → Economics, Econometrics and Finance → Finance
Related Documents
JOURNAL ARTICLE
Skewness-Invariant Measures of Kurtosis
M. C. JonesJ. F. RoscoArthur Pewsey
Journal: The American Statistician Year: 2011 Vol: 65 (2)Pages: 89-95
BOOK-CHAPTER
Measures of Skewness and Kurtosis
Jaypee Brothers Medical Publishers (P) Ltd. eBooks Year: 2017 Pages: 412-412
BOOK-CHAPTER
Measures of Dispersion, Skewness and Kurtosis
Elsevier eBooks Year: 2010 Pages: 267-273
BOOK-CHAPTER
Multivariate Measures of Skewness and Kurtosis
Behaviormetrics Year: 2022 Pages: 299-335
JOURNAL ARTICLE
Comparison of conventional measures of skewness and kurtosis for small sample size
Year: 2012 Pages: 1-6