Understanding temporal aggregation effects on kurtosis in financial indices (Q2116321)
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scientific article; zbMATH DE number 7491147
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Understanding temporal aggregation effects on kurtosis in financial indices |
scientific article; zbMATH DE number 7491147 |
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Understanding temporal aggregation effects on kurtosis in financial indices (English)
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16 March 2022
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autoregression
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diffusion
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kurtosis
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stochastic unit root
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time-varying coefficients
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