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coskewness and harvey
dear all,I came across the JF paper by Harvey "coskewness and asset pricing".I grasp the meaning of cosweness but I can't understand how to calculate it in practice (see eq 11).please, Could anyone help me?I saw a previous message posted on the wilmott forum on coskewness butThey talk about many coskewness as they are in a portfolio framework.That's not the harvey's approach that use a (sounds like) capm framework. So he compute the coskewness of a stock with a market porfolio and not with all other stocks on the market.thanks in advance.misi