Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics
バージョン 1.1.0.0 (3.54 KB) 作成者:
Attilio Meucci
Higher moments at any horizon
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
引用
Attilio Meucci (2024). Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics (https://www.mathworks.com/matlabcentral/fileexchange/31306-annualization-and-general-projection-of-skewness-kurtosis-and-all-summary-statistics), MATLAB Central File Exchange. 取得済み .
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