A spectral measure for the information loss of temporal aggregation (Q777828): Difference between revisions

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Latest revision as of 02:14, 23 July 2024

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A spectral measure for the information loss of temporal aggregation
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    A spectral measure for the information loss of temporal aggregation (English)
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    7 July 2020
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    temporal aggregation
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    information loss
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    spectral measure
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    marginal aggregation
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    CRSP log returns
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    white noise
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