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Realized higher-order comoments - MaRDI portal

Realized higher-order comoments (Q4991084)

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scientific article; zbMATH DE number 7353687
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English
Realized higher-order comoments
scientific article; zbMATH DE number 7353687

    Statements

    title
    Realized higher-order comoments (English)
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    author
    Kwangil Bae
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    Soonhee Lee
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    publication date
    2 June 2021
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    zbMATH Keywords
    realized kurtosis
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    realized coskewness
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    aggregation property
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    joint cumulants
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    comoments
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62J10
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    91B84
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    zbMATH DE Number
    7353687
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    OpenAlex ID
    W3045618615
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