Hi, could someone tell me what the ‘absolute’ skew and kurtosis values are in terms of SPSS output please? I understand you get the z-scores from doing skew/skew.error and same with kurtosis, but I do not know what the ‘absolute’ values are, and I am trying to follow guidance fo...
For the sake of simplicity, we will limit our discussion to moments of order 3 (skewness) and order 4 (kurtosis), as higher order ones have no easy intuitive economic interpretation. Note that there are different definitions of skewness and kurtosis in the finance literature. In the following...
Analysis of financial time series using multiscale entropy based on skewness and kurtosis. Phys. A Stat. Mech. Its Appl. 2018, 490, 1543–1550. [Google Scholar] [CrossRef] Li, C.; De Oliveira, J.L.V.; Cerrada, M.; Cabrera, D.; Sanchez, R.V.; Zurita, G. A systematic review ...