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Optimal sampling frequencies for realized variance, realized skewness and realized kurtosis

conference contribution
posted on 2023-05-24, 17:12 authored by Richard Mawulawoe AhadzieRichard Mawulawoe Ahadzie, Nagaratnam JeyasreedharanNagaratnam Jeyasreedharan
No Abstract Available.

History

Department/School

TSBE

Publisher

University of Technology Sydney

Place of publication

Australia

Event title

2017 Quantitative Methods in Finance Conference

Event Venue

Sydney, NSW

Date of Event (Start Date)

2017-12-12

Date of Event (End Date)

2017-12-15

Repository Status

  • Restricted

Socio-economic Objectives

Expanding knowledge in economics

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