haku: @author Lau, H. S. / yhteensä: 5
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| Tekijä: | Lau, H. S. Wingender, J. R. Lau, A. H-L. |
| Otsikko: | On estimating skewness in stock returns. |
| Lehti: | Management Science
1989 : SEP, VOL. 35:9, p. 1139-1142 |
| Asiasana: | SHARES RATE OF RETURN |
| Kieli: | eng |
| Tiivistelmä: | Skewness has become a much-discussed factor in financial research, and many studies and models involve the skewness of various financial variables. This paper points out the universal neglect in the finance literature of skewness sampling error and its significant consequences; presents a simple approach for roughly constructing a confidence interval for skewness estimated from lognormal populations; points out the direction of further research for developing a comprehensive approach for estimating skewness reliably. |
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