  In this paper, we define doubly truncated moment (DTM), doubly truncated
skewness (DTS) and kurtosis (DTK). We derive DTM formulae for elliptical
family, with emphasis on normal, student-$t$, logistic, Laplace and Pearson
type VII distributions. We also present explicit formulas of the DTE (doubly
truncated expectation), DTV (doubly truncated variance), DTS and DTK for those
distributions. As illustrative example, DTEs, DTVs, DTSs and DTKs of three
industry segments' (Banks, Insurance, Financial and Credit Service) stock
return in London stock exchange are discussed.
