Coskewness
id:
coskewness-196-16598697
title:
Coskewness
text:
In probability theory and statistics, coskewness is a measure of how much three random variables change together. Coskewness is the third standardized cross central moment, related to skewness as covariance is related to variance. In 1976, Krauss and Litzenberger used it to examine risk in stock market investments. The application to risk was extended by Harvey and Siddique in 2000. If three random variables exhibit positive coskewness they will tend to undergo extreme deviations at the same tim
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Coskewness
date created:
date modified:
2023-06-20T16:16:15Z
main entity:
{"identifier":"Q21072551","url":"https://www.wikidata.org/entity/Q21072551"}
image:
fields total:
13
integrity:
13