Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics

Version 1.1.0.0 (3.54 KB) by Attilio Meucci
Higher moments at any horizon
0.0
(0)
1.4K Downloads
Updated 9 May 2011

View License

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

Cite As

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. Retrieved .

MATLAB Release Compatibility
Created with R2010b
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

ProjMoments/

Version Published Release Notes
1.1.0.0

updated references
1.0.0.0