Frequency-Dependent Higher Moment Risks
Year of publication: |
2021
|
---|---|
Authors: | Barunik, Jozef ; Kurka, Josef |
Publisher: |
Prague : Charles University in Prague, Institute of Economic Studies (IES) |
Subject: | Higher Moments | frequency | Spectral Analysis | Cross-sectional |
Series: | IES Working Paper ; 11/2021 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1753661676 [GVK] hdl:10419/247378 [Handle] RePEc:fau:wpaper:wp2021_11 [RePEc] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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