I got a seminar topic named Forecasting risk from cross sectional moments? Could at least someone tell me what should I write about and if there is any paper that I could read. Thank you very much in advance.

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    $\begingroup$ I am not sure what "cross sectional moment mean"? Are you sure it is not "second central moment"? $\endgroup$ – Robert Szóstakowski Sep 14 '15 at 19:35
  • $\begingroup$ I haven't the faintest either, this topic is actually the top hit for '"Cross-sectional moments"' on Google in incognito mode for me. @user17539, can you please clarify? $\endgroup$ – Bob Jansen Sep 14 '15 at 20:34
  • $\begingroup$ Look up "cross sectional standard deviation" or "cross sectional dispersion". It is a measure of how the population of stocks stocks did on a particular day. (all stocks up or all stocks down => dispersion of zero. $\endgroup$ – noob2 Sep 17 '15 at 19:54

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