Effects of intervaling on high-frequency realized higher-order moments (Q5139222)
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scientific article; zbMATH DE number 7282770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of intervaling on high-frequency realized higher-order moments |
scientific article; zbMATH DE number 7282770 |
Statements
Effects of intervaling on high-frequency realized higher-order moments (English)
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7 December 2020
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high-frequency data analysis
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intervaling effect
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holding-interval
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sampling-interval
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realized skewness
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realized kurtosis
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