A statistics metric used to determine probability of occurrence. It measures the degree of the peak of one variable's probability when compared to another variable. Price data is often used to assess a security's risk compared to the overall marketplace.
Related information about cokurtosis:
- Cokurtosis Definition | Investopedia
A statistical measure that calculates the degree of peak of a variable's probability distribution in relation to another variable's peakedness. All other things equal, ...
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Definition of cokurtosis: A statistics metric used to determine probability of occurrence. It measures the degree of the peak of one variable's probability when ...
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estimates for coskewness and cokurtosis parameters. .... estimators for the coskewness and cokurtosis parameters. ... matrix and cokurtosis matrix of hedge fund ...
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Ranaldo and Favre (2005) define coskewness and cokurtosis as the skewness and kurtosis of a given asset analysed with the skewness and kurtosis of the ...
- Coskewness and cokurtosis in futures markets - ScienceDirect.com
The contribution of the third and fourth moments in explaining the return- generating process in futures markets remains unresolved. This study attempts to resol.
- [R-SIG-Finance] coskewness, cokurtosis, and higher beta co-moments ...
Aug 10, 2006 ... R file that contains functions for coskewness, cokurtosis, betacoskewness (or systematic skewness), betacokurtosis (or systematic kurtosis), and ...
- Coskewness and cokurtosis in futures markets
Coskewness and cokurtosis in futures markets. Contents: Author info; Abstract; Bibliographic info; Download info; Related research; References; Citations; Lists ...