A characterization of the coskewness-cokurtosis pricing model (Q2345149)
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scientific article; zbMATH DE number 6436827
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A characterization of the coskewness-cokurtosis pricing model |
scientific article; zbMATH DE number 6436827 |
Statements
A characterization of the coskewness-cokurtosis pricing model (English)
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19 May 2015
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skewness
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kurtosis
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coskewness
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cokurtosis
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stochastic discount factor
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0.748281717300415
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0.7159296274185181
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0.7093954682350159
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0.7034109234809875
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0.7011216878890991
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