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How to annualize skewness and kurtosis based on daily returns

I'm trying to annualize the four moments based on a string of daily returns (continuously compounded) for 11 years.

The formulas for the annualization of the mean and the standard deviation I did find, but unfortunately the formulas for the skewness and kurtosis and the way to apply them not.

Can anybody help me? I'd would be appreciated a lot!