Estimate cokurtosis matrix using a statistical factor model
cokurtosisMF(beta, stockM2, stockM4, factorM2, factorM4)(N x k) matrix of factor loadings (i.e. the betas) from a statistical factor model
vector of length N of the 2nd moment of the model residuals
vector of length N of the 4th moment of the model residuals
(k x k) matrix of the 2nd moment of the factor realizations from a statistical factor model
(k x k^3) matrix of the 4th moment of the factor realizations from a statistical factor model
(N x N^3) cokurtosis matrix
This function estimates an (N x N^3) cokurtosis matrix from a statistical factor model with k factors, where N is the number of assets.