R help - Nov 2003 - notation for skewness and kurtosis

Hello everybody,

this is a bit off topic, so maybe you can just reply to me personally...

What is the typical notation for 'skewness', 'kurtosis' and
maybe 'excess
kurtosis'?

Thank you,

Martina
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On Sat, Nov 08, 2003 at 09:31:13AM -0500, Martina Pavlicova
wrote:
> What is the typical notation for 'skewness', 'kurtosis' and
maybe 'excess
> kurtosis'?
I don't think there is a standard. One decent book I have handy -- Capmbell,
Lo and MacKinlay, "Econometrics of Financial Markets", Princeton UP,
1997 --
defines them as \hat{S} and \hat{K} on page 17. No symbol for excess
kurtosis, but the usual definition of \hat{K} - 3.

Hth, Dirk

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