On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index
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- Hwang, Soosung & Satchell, Stephen E, 1999.
"Modelling Emerging Market Risk Premia Using Higher Moments,"
International Journal of Finance & Economics,
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- Sinclair-Maragh, Gaunette & Gursoy, Dogan, 2015. "Imperialism and tourism: The case of developing island countries," Annals of Tourism Research, Elsevier, vol. 50(C), pages 143-158.
- IORGULESCU Filip, 2012. "The Stylized Facts Of Asset Returns And Their Impact On Value-At-Risk Models," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 0(4), pages 360-368.
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Keywordsskewness; kurtosis; quantile; robustness;
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