- Joined
- 10/30/15
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Hi,
I would like to analyse the four moments of differents distributions of annual return but I don't have enough data. Could I use a simple moving average of monthly returns to "create" data ? I only want to have a rough estimate of the distribution moments, especially the skewness and kurtosis.
I have not find any "simple" methods to annualize the third and fourth moments of a distribution.
Thanks in advance,
I would like to analyse the four moments of differents distributions of annual return but I don't have enough data. Could I use a simple moving average of monthly returns to "create" data ? I only want to have a rough estimate of the distribution moments, especially the skewness and kurtosis.
I have not find any "simple" methods to annualize the third and fourth moments of a distribution.
Thanks in advance,
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