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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 |
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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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