Asymptotic properties of the realized skewness and related statistics (Q2317879)
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scientific article
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| English | Asymptotic properties of the realized skewness and related statistics |
scientific article |
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Asymptotic properties of the realized skewness and related statistics (English)
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13 August 2019
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high-frequency data
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Itô semimartingale
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jumps
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microstructure noise
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realized skewness
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stochastic sampling
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0.7679557800292969
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0.7632017731666565
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0.7499395608901978
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0.749625563621521
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0.7490173578262329
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