coskewnessSF.Rd

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/stat.factor.model.R
\name{coskewnessSF}
\alias{coskewnessSF}
\title{Coskewness Matrix Estimate}
\usage{
coskewnessSF(beta, stockM3, factorM3)
}
\arguments{
\item{beta}{vector of length N or (N x 1) matrix of factor loadings 
(i.e. the betas) from a single factor statistical factor model}

\item{stockM3}{vector of length N of the 3rd moment of the model residuals}

\item{factorM3}{scalar of the 3rd moment of the factor realizations from a 
single factor statistical factor model}
}
\value{
(N x N^2) coskewness matrix
}
\description{
Estimate coskewness matrix using a single factor statistical factor model
}
\details{
This function estimates an (N x N^2) coskewness matrix from a single factor 
statistical factor model with k=1 factors, where N is the number of assets.
}