RDP 9708: Measuring Traded Market Risk: Value-At-Risk and Backtesting Techniques
Equation
ν
4
=
1
(
n
−
2
)
(
n
−
3
)
[
n
(
n
+
1
)
(
n
−
1
)
s
4
Σ
(
X
i
−
x
¯
)
4
−
3
(
n
−
1
)
2
]
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