Effects of intervaling on high-frequency realized higher-order moments (Q5139222)

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scientific article; zbMATH DE number 7282770
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Effects of intervaling on high-frequency realized higher-order moments
scientific article; zbMATH DE number 7282770

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    Effects of intervaling on high-frequency realized higher-order moments (English)
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    7 December 2020
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    high-frequency data analysis
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    intervaling effect
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    holding-interval
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    sampling-interval
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    realized skewness
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    realized kurtosis
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