Realised higher moments: theory and practice
نویسندگان
چکیده
منابع مشابه
Higher-order moments and tensors
P(X = z t) = w t > 0. How to learn parameters {(w t , z t)} k t=1 ? Relatively straightforward given iid sample.
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ژورنال
عنوان ژورنال: The European Journal of Finance
سال: 2014
ISSN: 1351-847X,1466-4364
DOI: 10.1080/1351847x.2014.885456