The Skewness-Kurtosis plane for non-Gaussian systems : the case of hedge fund returns
Year of publication: |
2022
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Authors: | Karagiorgis, Ariston ; Drakos, Kōnstantinos |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 80.2022, p. 1-23
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Subject: | Hedge funds | Higher moments | Kurtosis | Skewness | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Kapitalmarktrendite | Capital market returns |
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