A spectral measure for the information loss of temporal aggregation (Q777828)
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scientific article; zbMATH DE number 7218569
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| default for all languages | No label defined |
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| English | A spectral measure for the information loss of temporal aggregation |
scientific article; zbMATH DE number 7218569 |
Statements
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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0.7928814888000488
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0.7545807361602783
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0.7402306199073792
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0.7347275614738464
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0.7298113107681274
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