Taming the skew
Subtitle: higher-order moments in modeling asset price processes in finance
By: Sanjiv Ranjan Das, Rangarajan K. Sundaram.
Contributors: Sundaram, Rangarajan K.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 5976; Working paper series (National Bureau of Economic Research) -- working paper no. 5976.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 42
Subjects: Assets (Accounting) -- Prices -- Forecasting -- Econometric models.
Notes: "March 1997."

Includes bibliographical references (p. 36-37).

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Electronic version available via the Internet at the NBER World Wide Web site.