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Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics

version 1.1.0.0 (3.54 KB) by Attilio Meucci
Higher moments at any horizon

1.4K Downloads

Updated 09 May 2011

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To walk through the code and for a thorough description, refer to

Meucci, A. (2010) "Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics"

Latest version of article and code available at http://symmys.com/node/136

Cite As

Attilio Meucci (2022). Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics (https://www.mathworks.com/matlabcentral/fileexchange/31306-annualization-and-general-projection-of-skewness-kurtosis-and-all-summary-statistics), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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