The impacts of skewness and kurtosis on the risk estimation and determination
By: Cheng F. Lee, Chunchi Wu
Contributors: Wu, Chunchi; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration; University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research
Series: BEBR faculty working paper -- no. 888; BEBR faculty working paper -- no. 888.
Publisher: College of Commerce and Business Administration, Bureau of Economic and Business Research, University of Illinois at Urbana-Champaign
Published: 1982
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 34
Notes: Includes bibliographical references (p. 31-34).