Higher Moments Montecarlo Estimation, Derivatives

[martingull]

Hi

I am currently writing my master thesis in power derivatives with monte carlo methods.
I have already decided that i am incorporating time-varying variance and a moving centrality parameter(of some sort), however i have recently fallen into some loose talk of time varying higher moment. Given the kurtosis and skewness power derivatives are subject to this would be a perfect fit(it seems). So does anybody know where I might find relevant information regarding higher moments methods or just plain academic papers of the econometrics? Any good resource would do, it does not need to be from a academic source.


Hope anybody can help me out.