On the surprising explanatory power of higher realized moments in practice (Q1782100)
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scientific article; zbMATH DE number 6938688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the surprising explanatory power of higher realized moments in practice |
scientific article; zbMATH DE number 6938688 |
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On the surprising explanatory power of higher realized moments in practice (English)
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18 September 2018
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high-frequency
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realized variance
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realized kurtosis
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linear regression
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trading volume
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