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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    A spectral measure for the information loss of temporal aggregation
    scientific article; zbMATH DE number 7218569

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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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