Application Of The Estimations Of The Mixed Cumulant Of The Fourth Order For Research Of Rates Of Exchange On The Financial Market

摘要

In this article the statistics of the higher order - the estimations of the mixed cumu-lant of the 4th order for rates of exchange on the financial market are investigated. For construction of estimations the initial data are the prices of opening, closing, minimum, maximum for currency pair EUR/USD are used. Under this data the plot of the estimations of the mixed cumulant of the 4th order and the density plot are constructed. The properties inherent in estimations of the mixed cumulant are revealed and some laws are traced. Researches are spent in package Mathematica.