On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates

Kabir K. Dutta and David Babbel ()

Center for Financial Institutions Working Papers from Wharton School Center for Financial Institutions, University of Pennsylvania

New Economics Papers: this item is included in nep-ecm and nep-rmg
Date: 2002-06
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