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Optimal sampling frequencies for realized variance, realized skewness and realized kurtosis
Citation
Ahadzie, R and Jeyasreedharan, N, Optimal sampling frequencies for realized variance, realized skewness and realized kurtosis, 2017 Quantitative Methods in Finance Conference, 12-15 December 2017, Sydney, NSW (2017) [Conference Extract]
Official URL: https://www.conferenceonline.com/conference_invita...
Item Details
| Item Type: | Conference Extract |
|---|---|
| Keywords: | variance, skewness, kurtosis |
| Research Division: | Economics |
| Research Group: | Economic Theory |
| Research Field: | Economic Theory not elsewhere classified |
| Objective Division: | Expanding Knowledge |
| Objective Group: | Expanding Knowledge |
| Objective Field: | Expanding Knowledge in Economics |
| UTAS Author: | Ahadzie, R (Mr Richard Mawulawoe Ahadzie) |
| UTAS Author: | Jeyasreedharan, N (Dr Nagaratnam Jeyasreedharan) |
| ID Code: | 123997 |
| Year Published: | 2017 |
| Deposited By: | Economics and Finance |
| Deposited On: | 2018-02-06 |
| Last Modified: | 2018-02-06 |
| Downloads: | 0 |
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