A DATA-ANALYTIC LOOK AT SKEWNESS AND ELONGATION IN COMMON-STOCK-RETURN DISTRIBUTIONS

被引:30
作者
BADRINATH, SG
CHATTERJEE, S
机构
关键词
BOOTSTRAP; G AND H DISTRIBUTIONS; KURTOSIS; PORTFOLIO STRATEGIES; PSEUDO-SIGMA;
D O I
10.2307/1391791
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:223 / 233
页数:11
相关论文
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