The DOI matches its Crossref record; 15 of the 15 references it cites were found in a registry or an index.
On more robust estimation of skewness and kurtosis
Overview
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Citations
Cites
The Advanced Theory of Statistics.
Clarke, G. M., Kendall, M., & Stuart, A. (1978) · Journal of the Royal Statistical Society. Series A (General) · doi:10.2307/2344782 · Cited by 6,658
Conditional Skewness in Asset Pricing Tests
Harvey, C. R., & Siddique, A. (2000) · The Journal of Finance · doi:10.1111/0022-1082.00247 · Cited by 2,827
Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options
Bates, D. S. (1996) · Review of Financial Studies · doi:10.1093/rfs/9.1.69 · Cited by 2,270
Everitt, B. S. (2005) · Encyclopedia of Statistics in Behavioral Science · doi:10.1002/0470013192.bsa231 · Cited by 1,263
Measuring Skewness and Kurtosis
Groeneveld, R. A., & Meeden, G. (1984) · The Statistician · doi:10.2307/2987742 · Cited by 818
Autoregressive Conditional Skewness
Harvey, C. R., & Siddique, A. (1999) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2676230 · Cited by 752
A Quantile Alternative for Kurtosis
Moors, J. J. A. (1988) · The Statistician · doi:10.2307/2348376 · Cited by 630
On Jump Processes in the Foreign Exchange and Stock Markets
Jorion, P. (1988) · Review of Financial Studies · doi:10.1093/rfs/1.4.427 · Cited by 625
The Advanced Theory of Statistics, Vol. 3
Hayton, T. (1968) · Technometrics · doi:10.1080/00401706.1968.10490550 · Cited by 494
Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
Hogg, R. V. (1974) · Journal of the American Statistical Association · doi:10.1080/01621459.1974.10480225 · Cited by 470
Cited by
Purchase Behavior of Consumers Toward GSAs: A Longitudinal Assessment
Chakraborty, D. (2023) · Journal of Computer Information Systems · doi:10.1080/08874417.2022.2123065 · Cited by 38
Passive Sonar Signal Detection and Classification Based on Independent Component Analysis
de Moura, N. N., de Seixas, J. M., & Ramos, R. (2011) · Sonar Systems · doi:10.5772/18286 · Cited by 37
“The horizontal axis represents the bearing position (−180o to 180o) and the vertical axis represents time (waterfall display).”
Background
Metadata
- Authors
- Kim, T.-H., & White, H.
- Venue
- Finance Research Letters
- Publisher
- Elsevier BV
- Published
- 2004-03
- Volume
- 1
- Issue
- 1
- Pages
- 56-73
- ISSN
- 1544-6123 (ISSN-L)
- OpenAlex
- W2057622893
- Cited by
- 522
- References
- 15
- FWCI
- 11.61
- Type
- journal article
- Language
- en
- Open access
- closed
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- The paper
- Kim, T.-H., & White, H. (2004). On more robust estimation of skewness and kurtosis. Finance Research Letters. https://doi.org/10.1016/s1544-6123(03)00003-5
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
