Skewness and Kurtosis Trades
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- Härdle, Wolfgang & Zheng, Jun, 2002. "How precise are price distributions predicted by implied binomial trees?," SFB 373 Discussion Papers 2002,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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- Katarzyna Kopczewska, 2014. "L-moments skewness and kurtosis as measures of regional convergence and cohesion," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(4), pages 251-266, November.
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- Huimin Zhao & Jin E. Zhang & Eric C. Chang, 2013. "The Relation between Physical and Risk-neutral Cumulants," International Review of Finance, International Review of Finance Ltd., vol. 13(3), pages 345-381, September.
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