Realized higher-order comoments
Year of publication: |
2021
|
---|---|
Authors: | Bae, Kwangil ; Lee, Soonhee |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 3, p. 421-429
|
Subject: | Aggregation property | Comoments | Joint cumulants | Realized coskewness | Realized kurtosis | Theorie | Theory | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | CAPM |
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