[R-SIG-Finance] PerformanceAnalytics CoSkewness Function

jkaprich at gmail.com jkaprich at gmail.com
Fri Jan 18 07:58:43 CET 2013


Running ES using...

Method = "modified"

Data is a timeSeries object (SC.Adjusted) with 12 variables.

When calculating m3, do I follow ...

CoSkewness (SC.Adjusted, SC.Adjusted)

Appreciate your help.

Sent from my iPhone



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