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Publication

A coskewnesss shrinkage approach for estimating the skewness of linear combinations of random variables

Journal Contribution - Journal Article

Journal: JOURNAL OF FINANCIAL ECONOMETRICS

ISSN: 1479-8417

Issue: 1

Volume: 18

Pages: 1 - 23

Publication year:2020

Handle: http://hdl.handle.net/1854/LU-8601076
DOI: https://doi.org/10.1093/jjfinec/nby022
WoS Id: 000548213100001

Accessibility:Closed

See also: A Coskewness Shrinkage Approach for Estimating the Skewness of Linear Combinations of Random Variables*
See also: A Coskewness Shrinkage Approach for Estimating the Skewness of Linear Combinations of Random Variables
See also: A coskewness shrinkage approach for estimating the skewness of linear combinations of random variables