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Optimal sampling frequencies for realized variance, realized skewness and realized kurtosis

Citation

Ahadzie, R, Optimal sampling frequencies for realized variance, realized skewness and realized kurtosis, The Quantitative Methods in Finance 2017 Conference, 12-15 December 2017, Sydney, NSW, pp. 1. (2017) [Conference Extract]

Official URL: https://www.conferenceonline.com/conference_invita...

Item Details

Item Type:Conference Extract
Research Division:Economics
Research Group:Applied economics
Research Field:Financial economics
Objective Division:Expanding Knowledge
Objective Group:Expanding knowledge
Objective Field:Expanding knowledge in economics
UTAS Author:Ahadzie, R (Mr Richard Mawulawoe Ahadzie)
ID Code:123909
Year Published:2017
Deposited By:Economics and Finance
Deposited On:2018-02-01
Last Modified:2018-02-01
Downloads:0

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