Coskewness and Cokurtosis in Futures Markets

Christie-David, R., & Chaudhry, M. (2001). Coskewness and Cokurtosis in Futures Markets. Journal of Empirical Finance, 8(1), 55-81.

Type

Journal article

Intellectual base

Primary research

Year

2001

DOI

10.1016/s0927-5398(01)00020-2

Link

https://doi.org/10.1016/s0927-5398(01)00020-2

Cited by

1 citation across 1 artifact.

Domain-specific

• Cokurtosis
  • The entry fixes the fourth-order comoment family and its conventions; it does not treat cokurtosis as a complete tail-risk measure or imply causation.

Verification

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Registry ID ref:e5d6ee9659ba · see in the full table