Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics
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
Citation pour cette source
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. Récupéré le .
Compatibilité avec les versions de MATLAB
Plateformes compatibles
Windows macOS LinuxCatégories
- Computational Finance > Financial Toolbox > Portfolio Optimization and Asset Allocation >
- Computational Finance > Risk Management Toolbox >
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Découvrir Live Editor
Créez des scripts avec du code, des résultats et du texte formaté dans un même document exécutable.
ProjMoments/
Version | Publié le | Notes de version | |
---|---|---|---|
1.1.0.0 | updated references |
||
1.0.0.0 |