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Keywords: Realized (co)kurtosis
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2026) 34 (1): 44–60.
Published: 30 January 2026
... seen at Link to the terms of the CC BY 4.0 licence . Realized higher order (joint) cumulants Realized (co)skewness Realized (co)kurtosis Implied moments G11 G12 G13 As stock returns are not fully explained by the classical asset pricing model, various models have been...
Includes: Supplementary data
