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Overlapping returns,Variance and skewness estimation,Asset returns,Weighted estimators
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10.1186/s41937-018-0023-1
Swiss Journal of Economics and Statistics
Swiss J Economics Statistics, doi:10.1186/s41937-018-0023-1
Overlapping returns
Variance and skewness estimation
Asset returns
Weighted estimators
Unbiased weighted variance and skewness estimators for overlapping returns
Stephen Taylor
Ming Fang
2018-07-13T11:45:31+02:00
2018-07-12T18:52:58+08:00
LaTeX with hyperref package
2018-07-13T11:45:31+02:00
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Stephen Taylor
http://orcid.org/0000-0003-4648-6731
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