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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]

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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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